-75.7%
PATH vs ALB
-44.4%
-31.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.4% | -12.2% | -15.1% |
| 7D | -16.3% | -8.1% | -8.2% | -13.7% |
| 30D | +9.9% | +6.3% | +3.7% | +7.6% |
| 3M | +30.2% | -23.6% | +53.7% | +41.8% |
| 6M | +37.2% | -24.6% | +61.8% | +46.5% |
| YTD | -7.3% | -10.3% | +2.9% | -9.3% |
| 1Y | +40.0% | +61.5% | -21.5% | +4.8% |
| 3Y | -4.4% | -34.0% | +29.6% | -0.7% |
| All | -75.7% | -44.4% | -31.3% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling