-81.1%
PATH vs ALK
-41.8%
-39.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.5% |
| 7D | -5.6% | +7.1% | -12.6% | -8.2% |
| 30D | -0.7% | -3.0% | +2.3% | 0.0% |
| 3M | -5.9% | -25.6% | +19.8% | +4.3% |
| 6M | +21.6% | +0.5% | +21.1% | +17.1% |
| YTD | -20.6% | -23.1% | +2.4% | -17.0% |
| 1Y | -10.6% | -7.5% | -3.0% | -14.5% |
| 3Y | -24.9% | +15.3% | -40.2% | -45.7% |
| 5Y | -76.8% | -34.8% | -42.0% | -78.1% |
| All | -81.1% | -41.8% | -39.3% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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