-6.1%
PATH vs ALM
+2,063.1%
-2,069.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.5% |
| 7D | -16.3% | -2.6% | -13.7% | -16.2% |
| 30D | +9.9% | +32.0% | -22.1% | +8.2% |
| 3M | +30.2% | -15.0% | +45.2% | +30.9% |
| 6M | +37.2% | -10.1% | +47.3% | +36.5% |
| YTD | -7.3% | +99.4% | -106.8% | -13.0% |
| 1Y | +40.0% | +316.4% | -276.4% | +26.7% |
| All | -6.1% | +2,063.1% | -2,069.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling