-75.7%
PATH vs ADP
+49.8%
-125.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -14.7% |
| 7D | -16.3% | -3.4% | -12.9% | -13.2% |
| 30D | +9.9% | +2.8% | +7.1% | +7.6% |
| 3M | +30.2% | +20.9% | +9.2% | +9.4% |
| 6M | +37.2% | +29.9% | +7.3% | +8.3% |
| YTD | -7.3% | +9.6% | -17.0% | -14.6% |
| 1Y | +40.0% | -5.3% | +45.3% | +46.6% |
| 3Y | -4.4% | +16.5% | -20.9% | -20.4% |
| All | -75.7% | +49.8% | -125.5% | -83.0% |
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 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