-81.1%
PATH vs ACI
+1.1%
-82.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.3% |
| 7D | -5.6% | +3.5% | -9.1% | -5.9% |
| 30D | -0.7% | +16.8% | -17.4% | -2.2% |
| 3M | -5.9% | +13.1% | -19.0% | -6.9% |
| 6M | +21.6% | -15.6% | +37.2% | +22.1% |
| YTD | -20.6% | -19.2% | -1.4% | -20.2% |
| 1Y | -10.6% | -20.7% | +10.1% | -10.0% |
| 3Y | -24.9% | -33.4% | +8.5% | -23.7% |
| 5Y | -76.8% | -41.7% | -35.1% | -76.5% |
| All | -81.1% | +1.1% | -82.3% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling