-81.1%
PATH vs ALB
-29.0%
-52.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -4.9% |
| 7D | -5.6% | +5.5% | -11.1% | -7.4% |
| 30D | -0.7% | -7.5% | +6.8% | +1.8% |
| 3M | -5.9% | -16.9% | +11.1% | -0.1% |
| 6M | +21.6% | -49.2% | +70.8% | +51.3% |
| YTD | -20.6% | -29.9% | +9.2% | -15.8% |
| 1Y | -10.6% | +8.2% | -18.8% | -21.6% |
| 3Y | -24.9% | -19.4% | -5.5% | -33.0% |
| 5Y | -76.8% | -61.6% | -15.2% | -72.8% |
| All | -81.1% | -29.0% | -52.1% | -82.6% |
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