-78.0%
PATH vs ALLE
+27.0%
-105.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -17.3% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | +9.9% | -6.8% | +16.7% | +15.1% |
| 3M | +30.2% | +21.0% | +9.1% | +11.7% |
| 6M | +37.2% | +1.1% | +36.1% | +32.9% |
| YTD | -7.3% | -0.5% | -6.8% | -10.1% |
| 1Y | +40.0% | -7.3% | +47.3% | +42.7% |
| 3Y | -4.4% | +42.3% | -46.7% | -36.8% |
| 5Y | -76.0% | +13.5% | -89.5% | -83.8% |
| All | -78.0% | +27.0% | -105.0% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling