-81.4%
PATH vs ALC
+1.5%
-82.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.2% |
| 7D | -2.3% | +2.3% | -4.6% | -3.9% |
| 30D | -4.8% | +15.5% | -20.3% | -13.9% |
| 3M | -17.7% | +0.6% | -18.3% | -18.2% |
| 6M | +18.9% | +18.4% | +0.5% | +5.3% |
| YTD | -21.7% | -5.6% | -16.2% | -20.3% |
| 1Y | -9.6% | 0.0% | -9.7% | -12.4% |
| 3Y | -25.8% | +2.8% | -28.6% | -36.0% |
| 5Y | -77.1% | -8.8% | -68.3% | -78.0% |
| All | -81.4% | +1.5% | -82.9% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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