+24.7%
PATH vs ALB
-51.3%
+76.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +2.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.5% |
| 30D | +2.7% | -9.0% | +11.7% | +4.0% |
| 3M | -4.2% | -21.1% | +16.9% | +0.1% |
| 6M | +24.7% | -49.9% | +74.6% | +20.9% |
| All | +24.7% | -51.3% | +76.0% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling