-77.0%
PATH vs ADI
+115.4%
-192.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -5.3% | -12.8% | +7.5% | +1.9% |
| 30D | -0.5% | -11.3% | +10.8% | +5.6% |
| 3M | -7.1% | -3.4% | -3.8% | -7.2% |
| 6M | +23.8% | -12.0% | +35.8% | +26.3% |
| YTD | -20.7% | +35.3% | -55.9% | -43.9% |
| 1Y | -8.1% | +58.1% | -66.1% | -42.9% |
| 3Y | -21.8% | +127.4% | -149.2% | -70.3% |
| All | -77.0% | +115.4% | -192.4% | -90.9% |
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