-81.2%
PATH vs ADP
+76.9%
-158.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +1.0% |
| 7D | -5.3% | +3.2% | -8.6% | -8.1% |
| 30D | -0.5% | +14.9% | -15.4% | -13.1% |
| 3M | -7.1% | +11.6% | -18.8% | -16.0% |
| 6M | +23.8% | +48.5% | -24.6% | -13.1% |
| YTD | -20.7% | +20.6% | -41.3% | -33.1% |
| 1Y | -8.1% | +23.7% | -31.8% | -24.4% |
| 3Y | -21.8% | +47.8% | -69.6% | -48.0% |
| 5Y | -76.8% | +47.7% | -124.6% | -84.8% |
| All | -81.2% | +76.9% | -158.1% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling