+15.0%
PATH vs ADVB
-97.4%
+112.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +2.8% |
| 7D | -4.8% | -29.5% | +24.7% | -5.5% |
| 30D | +2.7% | -66.9% | +69.5% | +0.2% |
| 3M | -4.2% | -73.7% | +69.5% | -6.9% |
| 6M | +24.7% | -64.8% | +89.5% | +22.0% |
| YTD | -17.6% | -64.0% | +46.5% | -19.5% |
| 1Y | -5.3% | -77.0% | +71.6% | -6.6% |
| All | +15.0% | -97.4% | +112.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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