-81.1%
PATH vs ALC
+4.9%
-86.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.0% |
| 7D | -5.6% | +7.6% | -13.2% | -10.3% |
| 30D | -0.7% | +21.1% | -21.8% | -12.9% |
| 3M | -5.9% | +8.5% | -14.3% | -10.9% |
| 6M | +21.6% | +2.8% | +18.8% | +17.7% |
| YTD | -20.6% | -2.4% | -18.2% | -21.0% |
| 1Y | -10.6% | +3.5% | -14.1% | -15.2% |
| 3Y | -24.9% | +4.2% | -29.1% | -35.2% |
| 5Y | -76.8% | -9.0% | -67.8% | -77.8% |
| All | -81.1% | +4.9% | -86.1% | -82.7% |
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