+29.3%
PATH vs ADVB
-88.3%
+117.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.6% |
| 7D | -16.3% | -3.8% | -12.5% | -16.4% |
| 30D | +9.9% | +17.6% | -7.7% | +10.6% |
| 3M | +30.2% | +119.1% | -89.0% | +31.4% |
| 6M | +37.2% | +103.4% | -66.2% | +37.2% |
| YTD | -7.3% | +59.8% | -67.2% | -6.4% |
| 1Y | +40.0% | +8.5% | +31.5% | +42.5% |
| All | +29.3% | -88.3% | +117.6% | +55.9% |
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