-78.0%
PATH vs ALNY
+94.3%
-172.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.8% |
| 7D | -16.3% | +12.2% | -28.5% | -19.1% |
| 30D | +9.9% | +16.3% | -6.4% | +4.9% |
| 3M | +30.2% | -12.4% | +42.5% | +32.1% |
| 6M | +37.2% | -18.7% | +55.9% | +41.5% |
| YTD | -7.3% | -33.1% | +25.8% | +1.3% |
| 1Y | +40.0% | -41.3% | +81.3% | +58.8% |
| 3Y | -4.4% | +32.3% | -36.7% | -22.7% |
| 5Y | -76.0% | +34.8% | -110.8% | -82.3% |
| All | -78.0% | +94.3% | -172.3% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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