-18.8%
PATH vs ALLE
+96.3%
-115.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.3% |
| 7D | -4.8% | +6.7% | -11.5% | -7.1% |
| 30D | +2.7% | +25.4% | -22.7% | -5.9% |
| 3M | -4.2% | +16.9% | -21.1% | -9.9% |
| 6M | +24.7% | +46.6% | -21.8% | +6.5% |
| YTD | -17.6% | +22.4% | -40.0% | -24.0% |
| 1Y | -5.3% | +17.7% | -23.1% | -10.8% |
| All | -18.8% | +96.3% | -115.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling