-76.8%
PATH vs ADM
+25.5%
-102.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | -5.6% | -7.5% | +1.9% | -5.2% |
| 30D | -0.7% | -14.3% | +13.6% | +0.2% |
| 3M | -5.9% | -8.6% | +2.7% | -5.5% |
| 6M | +21.6% | -9.9% | +31.4% | +22.0% |
| YTD | -20.6% | +25.1% | -45.7% | -22.7% |
| 1Y | -10.6% | +28.8% | -39.4% | -13.3% |
| 3Y | -24.9% | +6.9% | -31.7% | -26.6% |
| 5Y | -76.8% | +25.9% | -102.7% | -75.4% |
| All | -76.8% | +25.5% | -102.3% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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