-10.6%
PATH vs ALK
-4.4%
-6.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.4% |
| 7D | -5.6% | +7.1% | -12.6% | -6.2% |
| 30D | -0.7% | -3.0% | +2.3% | -0.5% |
| 3M | -5.9% | -25.6% | +19.8% | -3.2% |
| 6M | +21.6% | +0.5% | +21.1% | +20.8% |
| YTD | -20.6% | -23.1% | +2.4% | -17.0% |
| 1Y | -10.6% | -7.5% | -3.0% | -21.9% |
| All | -10.6% | -4.4% | -6.2% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling