-76.8%
PATH vs ADP
+49.8%
-126.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.8% |
| 7D | -5.6% | +7.4% | -12.9% | -11.9% |
| 30D | -0.7% | +17.1% | -17.8% | -15.3% |
| 3M | -5.9% | +14.4% | -20.3% | -17.2% |
| 6M | +21.6% | +47.9% | -26.3% | -15.9% |
| YTD | -20.6% | +22.1% | -42.7% | -34.4% |
| 1Y | -10.6% | +21.8% | -32.3% | -26.1% |
| 3Y | -24.9% | +50.5% | -75.4% | -52.6% |
| 5Y | -76.8% | +49.6% | -126.4% | -85.8% |
| All | -76.8% | +49.8% | -126.6% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling