-81.2%
PATH vs ALM
+326.6%
-407.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -5.3% | -6.7% | +1.3% | -5.0% |
| 30D | -0.5% | -32.9% | +32.4% | +1.5% |
| 3M | -7.1% | -39.5% | +32.4% | -5.0% |
| 6M | +23.8% | -62.0% | +85.8% | +29.3% |
| YTD | -20.7% | -7.8% | -12.9% | -22.5% |
| 1Y | -8.1% | +26.7% | -34.7% | -11.8% |
| 3Y | -21.8% | +825.4% | -847.2% | -32.9% |
| 5Y | -76.8% | +401.2% | -478.1% | -80.4% |
| All | -81.2% | +326.6% | -407.7% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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