-78.0%
PATH vs ADM
+66.9%
-144.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.6% |
| 7D | -16.3% | +3.8% | -20.1% | -16.5% |
| 30D | +9.9% | +9.8% | +0.2% | +9.3% |
| 3M | +30.2% | +2.1% | +28.0% | +29.9% |
| 6M | +37.2% | +27.5% | +9.7% | +34.9% |
| YTD | -7.3% | +50.2% | -57.5% | -10.2% |
| 1Y | +40.0% | +40.6% | -0.6% | +36.3% |
| 3Y | -4.4% | +17.2% | -21.6% | -6.3% |
| 5Y | -76.0% | +61.9% | -137.9% | -74.3% |
| All | -78.0% | +66.9% | -144.8% | -71.8% |
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