-80.8%
PATH vs ADI
+180.6%
-261.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.8% |
| 7D | +2.1% | +9.5% | -7.4% | -3.3% |
| 30D | +1.6% | -1.4% | +3.0% | +1.2% |
| 3M | -20.4% | +4.7% | -25.2% | -24.2% |
| 6M | +40.1% | -7.4% | +47.6% | +39.5% |
| YTD | -19.0% | +48.1% | -67.1% | -45.2% |
| 1Y | -5.8% | +69.6% | -75.5% | -42.8% |
| 3Y | -22.9% | +144.4% | -167.3% | -70.2% |
| 5Y | -75.3% | +134.1% | -209.4% | -90.4% |
| All | -80.8% | +180.6% | -261.4% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling