-75.7%
PATH vs ADI
+142.1%
-217.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.2% | -17.6% |
| 7D | -16.3% | +0.4% | -16.7% | -16.7% |
| 30D | +9.9% | -3.8% | +13.7% | +12.2% |
| 3M | +30.2% | -15.3% | +45.4% | +40.8% |
| 6M | +37.2% | +6.7% | +30.5% | +21.2% |
| YTD | -7.3% | +34.8% | -42.1% | -32.9% |
| 1Y | +40.0% | +49.0% | -9.0% | -6.6% |
| 3Y | -4.4% | +108.1% | -112.5% | -58.5% |
| All | -75.7% | +142.1% | -217.8% | -90.5% |
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