-75.7%
PATH vs ALLY
+1.6%
-77.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | +3.7% | -20.0% | -18.2% |
| 30D | +9.9% | -2.3% | +12.2% | +11.3% |
| 3M | +30.2% | +3.8% | +26.3% | +26.2% |
| 6M | +37.2% | +9.7% | +27.5% | +26.5% |
| YTD | -7.3% | -1.4% | -5.9% | -8.6% |
| 1Y | +40.0% | +8.2% | +31.8% | +29.1% |
| 3Y | -4.4% | +66.5% | -70.9% | -38.3% |
| All | -75.7% | +1.6% | -77.3% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling