-76.5%
PATH vs ALLY
-6.3%
-70.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +0.5% |
| 7D | -4.8% | +2.4% | -7.2% | -6.4% |
| 30D | +2.7% | +5.6% | -2.9% | -0.9% |
| 3M | -4.2% | -11.7% | +7.5% | +3.4% |
| 6M | +24.7% | -7.0% | +31.8% | +29.1% |
| YTD | -17.6% | -10.4% | -7.1% | -13.7% |
| 1Y | -5.3% | +2.4% | -7.7% | -9.5% |
| 3Y | -22.0% | +59.2% | -81.2% | -48.6% |
| 5Y | -76.5% | -5.0% | -71.5% | -77.9% |
| All | -76.5% | -6.3% | -70.2% | -77.9% |
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