-76.8%
PATH vs ALM
+390.7%
-467.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.6% | +5.9% | -3.2% |
| 7D | -5.6% | -14.5% | +8.9% | -4.8% |
| 30D | -0.7% | -39.0% | +38.3% | +1.8% |
| 3M | -5.9% | -40.3% | +34.4% | -3.7% |
| 6M | +21.6% | -60.3% | +81.9% | +26.4% |
| YTD | -20.6% | -9.8% | -10.9% | -22.3% |
| 1Y | -10.6% | +30.8% | -41.3% | -14.3% |
| 3Y | -24.9% | +772.4% | -797.3% | -34.7% |
| 5Y | -76.8% | +390.7% | -467.6% | -80.7% |
| All | -76.8% | +390.7% | -467.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling