-80.4%
PATH vs ALB
-31.5%
-49.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +1.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.1% |
| 30D | +2.7% | -9.0% | +11.7% | +5.9% |
| 3M | -4.2% | -21.1% | +16.9% | +3.6% |
| 6M | +24.7% | -49.9% | +74.6% | +56.0% |
| YTD | -17.6% | -32.3% | +14.7% | -11.4% |
| 1Y | -5.3% | +8.6% | -13.9% | -17.2% |
| 3Y | -22.0% | -22.2% | +0.2% | -29.6% |
| 5Y | -76.5% | -63.0% | -13.5% | -72.1% |
| All | -80.4% | -31.5% | -49.0% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling