-78.0%
PATH vs ALC
-3.4%
-74.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.4% | -15.2% |
| 7D | -16.3% | -2.1% | -14.2% | -14.9% |
| 30D | +9.9% | -0.1% | +10.0% | +10.2% |
| 3M | +30.2% | +5.9% | +24.3% | +25.0% |
| 6M | +37.2% | -15.9% | +53.1% | +52.4% |
| YTD | -7.3% | -10.1% | +2.8% | -2.2% |
| 1Y | +40.0% | -10.2% | +50.2% | +46.5% |
| 3Y | -4.4% | -13.6% | +9.1% | -3.0% |
| 5Y | -76.0% | -15.1% | -60.9% | -76.0% |
| All | -78.0% | -3.4% | -74.6% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling