-80.4%
PATH vs ALM
+361.8%
-442.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.8% |
| 7D | -4.8% | -6.4% | +1.6% | -4.5% |
| 30D | +2.7% | -35.0% | +37.6% | +5.0% |
| 3M | -4.2% | -33.8% | +29.6% | -2.4% |
| 6M | +24.7% | -55.0% | +79.8% | +28.9% |
| YTD | -17.6% | -0.2% | -17.3% | -19.8% |
| 1Y | -5.3% | +41.8% | -47.1% | -9.7% |
| 3Y | -22.0% | +864.6% | -886.6% | -33.2% |
| 5Y | -76.5% | +443.3% | -519.9% | -80.2% |
| All | -80.4% | +361.8% | -442.2% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling