-18.8%
PATH vs ALLY
+59.2%
-77.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.0% |
| 7D | -4.8% | +2.4% | -7.2% | -6.1% |
| 30D | +2.7% | +5.6% | -2.9% | -0.3% |
| 3M | -4.2% | -11.7% | +7.5% | +1.9% |
| 6M | +24.7% | -7.0% | +31.8% | +28.4% |
| YTD | -17.6% | -10.4% | -7.1% | -14.1% |
| 1Y | -5.3% | +2.4% | -7.7% | -8.8% |
| All | -18.8% | +59.2% | -77.9% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling