-81.2%
PATH vs ALB
-28.4%
-52.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -5.3% | +9.1% | -14.4% | -8.2% |
| 30D | -0.5% | -3.4% | +2.9% | +0.4% |
| 3M | -7.1% | -20.6% | +13.5% | +0.1% |
| 6M | +23.8% | -48.2% | +72.0% | +52.9% |
| YTD | -20.7% | -29.2% | +8.6% | -16.1% |
| 1Y | -8.1% | +10.0% | -18.1% | -19.9% |
| 3Y | -21.8% | -12.9% | -8.9% | -33.0% |
| 5Y | -76.8% | -61.3% | -15.6% | -72.9% |
| All | -81.2% | -28.4% | -52.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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