-80.4%
PATH vs ALK
-39.8%
-40.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -5.9% | -0.4% |
| 7D | -4.8% | +12.4% | -17.2% | -9.2% |
| 30D | +2.7% | +2.1% | +0.6% | +1.4% |
| 3M | -4.2% | -23.9% | +19.7% | +5.2% |
| 6M | +24.7% | +8.2% | +16.5% | +16.6% |
| YTD | -17.6% | -20.5% | +2.9% | -14.9% |
| 1Y | -5.3% | -1.0% | -4.3% | -12.1% |
| 3Y | -22.0% | +19.2% | -41.2% | -44.3% |
| 5Y | -76.5% | -28.2% | -48.3% | -78.2% |
| All | -80.4% | -39.8% | -40.6% | -82.8% |
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