-80.4%
PATH vs ADP
+77.0%
-157.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +0.6% |
| 7D | -4.8% | +6.4% | -11.2% | -10.1% |
| 30D | +2.7% | +16.6% | -14.0% | -11.5% |
| 3M | -4.2% | +12.9% | -17.1% | -14.2% |
| 6M | +24.7% | +45.7% | -20.9% | -10.9% |
| YTD | -17.6% | +20.6% | -38.2% | -30.5% |
| 1Y | -5.3% | +20.5% | -25.8% | -20.2% |
| 3Y | -22.0% | +48.7% | -70.7% | -48.4% |
| 5Y | -76.5% | +50.0% | -126.5% | -84.6% |
| All | -80.4% | +77.0% | -157.4% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling