-81.1%
PATH vs ALLY
+0.5%
-81.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.9% |
| 7D | -5.6% | -1.1% | -4.5% | -5.0% |
| 30D | -0.7% | +4.2% | -4.9% | -3.2% |
| 3M | -5.9% | -12.4% | +6.5% | +1.7% |
| 6M | +21.6% | -8.7% | +30.3% | +27.0% |
| YTD | -20.6% | -11.6% | -9.0% | -16.4% |
| 1Y | -10.6% | +0.2% | -10.7% | -13.0% |
| 3Y | -24.9% | +57.1% | -82.0% | -48.3% |
| 5Y | -76.8% | -6.8% | -70.0% | -78.8% |
| All | -81.1% | +0.5% | -81.6% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling