-76.5%
PATH vs ADP
+50.4%
-126.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +0.5% |
| 7D | -4.8% | +6.4% | -11.2% | -10.4% |
| 30D | +2.7% | +16.6% | -14.0% | -12.0% |
| 3M | -4.2% | +12.9% | -17.1% | -14.6% |
| 6M | +24.7% | +45.7% | -20.9% | -12.4% |
| YTD | -17.6% | +20.6% | -38.2% | -31.0% |
| 1Y | -5.3% | +20.5% | -25.8% | -20.8% |
| 3Y | -22.0% | +48.7% | -70.7% | -50.1% |
| 5Y | -76.5% | +50.0% | -126.5% | -85.5% |
| All | -76.5% | +50.4% | -126.9% | -85.5% |
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