+10.7%
PATH vs ADVB
-97.6%
+108.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.5% | +5.8% | -3.9% |
| 7D | -5.6% | -28.0% | +22.4% | -6.2% |
| 30D | -0.7% | -70.2% | +69.5% | -3.3% |
| 3M | -5.9% | -76.1% | +70.2% | -8.7% |
| 6M | +21.6% | -72.3% | +93.9% | +18.9% |
| YTD | -20.6% | -67.5% | +46.8% | -22.7% |
| 1Y | -10.6% | -78.6% | +68.0% | -12.0% |
| All | +10.7% | -97.6% | +108.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling