-78.0%
PATH vs ACGL
+162.1%
-240.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -14.9% | -16.2% |
| 7D | -16.3% | -0.7% | -15.6% | -16.1% |
| 30D | +9.9% | -1.0% | +10.9% | +10.2% |
| 3M | +30.2% | +11.0% | +19.1% | +27.1% |
| 6M | +37.2% | -0.3% | +37.5% | +37.2% |
| YTD | -7.3% | +2.3% | -9.6% | -8.1% |
| 1Y | +40.0% | +6.4% | +33.6% | +37.0% |
| 3Y | -4.4% | +34.0% | -38.4% | -15.1% |
| 5Y | -76.0% | +161.6% | -237.7% | -83.0% |
| All | -78.0% | +162.1% | -240.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling