-78.0%
PATH vs ALK
-36.8%
-41.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.2% | -17.2% |
| 7D | -16.3% | -0.7% | -15.6% | -16.2% |
| 30D | +9.9% | -19.2% | +29.1% | +18.7% |
| 3M | +30.2% | -1.5% | +31.7% | +28.5% |
| 6M | +37.2% | -13.1% | +50.3% | +39.3% |
| YTD | -7.3% | -16.4% | +9.1% | -5.6% |
| 1Y | +40.0% | -33.1% | +73.1% | +57.3% |
| 3Y | -4.4% | +0.6% | -5.0% | -22.4% |
| 5Y | -76.0% | -26.4% | -49.6% | -78.1% |
| All | -78.0% | -36.8% | -41.2% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling