+40.0%
PATH vs ADP
-4.5%
+44.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -14.8% |
| 7D | -16.3% | -3.4% | -12.9% | -13.4% |
| 30D | +9.9% | +2.8% | +7.1% | +8.0% |
| 3M | +30.2% | +20.9% | +9.2% | +11.9% |
| 6M | +37.2% | +29.9% | +7.3% | +11.6% |
| YTD | -7.3% | +9.6% | -17.0% | -19.9% |
| 1Y | +40.0% | -5.3% | +45.3% | +24.0% |
| All | +40.0% | -4.5% | +44.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling