-18.8%
PATH vs APD
+16.8%
-35.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | -4.8% | +3.8% | -8.6% | -5.4% |
| 30D | +2.7% | +14.1% | -11.4% | +0.3% |
| 3M | -4.2% | +8.2% | -12.4% | -5.4% |
| 6M | +24.7% | +7.5% | +17.2% | +23.1% |
| YTD | -17.6% | +31.7% | -49.2% | -23.2% |
| 1Y | -5.3% | +35.1% | -40.4% | -12.9% |
| All | -18.8% | +16.8% | -35.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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