-80.4%
PATH vs ACGL
+195.7%
-276.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.2% |
| 7D | -4.8% | +8.0% | -12.8% | -6.6% |
| 30D | +2.7% | +17.3% | -14.6% | -1.4% |
| 3M | -4.2% | +11.2% | -15.4% | -6.7% |
| 6M | +24.7% | +18.2% | +6.6% | +19.8% |
| YTD | -17.6% | +15.4% | -33.0% | -20.7% |
| 1Y | -5.3% | +26.5% | -31.9% | -11.2% |
| 3Y | -22.0% | +36.1% | -58.1% | -29.7% |
| 5Y | -76.5% | +175.9% | -252.5% | -83.8% |
| All | -80.4% | +195.7% | -276.1% | -86.5% |
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