-80.4%
PATH vs ADM
+39.7%
-120.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -4.8% | -8.3% | +3.5% | -4.4% |
| 30D | +2.7% | -14.1% | +16.8% | +3.4% |
| 3M | -4.2% | -10.7% | +6.6% | -3.7% |
| 6M | +24.7% | -5.9% | +30.7% | +24.7% |
| YTD | -17.6% | +25.8% | -43.3% | -19.5% |
| 1Y | -5.3% | +21.3% | -26.6% | -7.3% |
| 3Y | -22.0% | +7.4% | -29.4% | -23.7% |
| 5Y | -76.5% | +27.0% | -103.5% | -75.1% |
| All | -80.4% | +39.7% | -120.1% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling