-75.7%
PATH vs ACI
-42.9%
-32.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.6% |
| 7D | -16.3% | +0.2% | -16.5% | -16.3% |
| 30D | +9.9% | +5.9% | +4.0% | +9.3% |
| 3M | +30.2% | -19.8% | +49.9% | +31.6% |
| 6M | +37.2% | -24.7% | +62.0% | +39.2% |
| YTD | -7.3% | -24.4% | +17.1% | -6.0% |
| 1Y | +40.0% | -31.5% | +71.5% | +43.1% |
| 3Y | -4.4% | -38.7% | +34.3% | -1.8% |
| All | -75.7% | -42.9% | -32.7% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling