-76.8%
PATH vs ADI
+113.6%
-190.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.1% | +7.4% | +2.6% |
| 7D | -5.6% | -16.7% | +11.1% | +4.3% |
| 30D | -0.7% | -14.2% | +13.5% | +7.4% |
| 3M | -5.9% | -4.1% | -1.7% | -5.5% |
| 6M | +21.6% | -10.3% | +31.9% | +22.1% |
| YTD | -20.6% | +34.3% | -54.9% | -43.6% |
| 1Y | -10.6% | +54.9% | -65.5% | -43.6% |
| 3Y | -24.9% | +125.3% | -150.2% | -71.3% |
| 5Y | -76.8% | +113.1% | -189.9% | -90.8% |
| All | -76.8% | +113.6% | -190.4% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling