-6.1%
PATH vs APD
+9.1%
-15.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.4% |
| 7D | -16.3% | -2.2% | -14.1% | -15.9% |
| 30D | +9.9% | +2.1% | +7.8% | +9.5% |
| 3M | +30.2% | +7.2% | +23.0% | +28.3% |
| 6M | +37.2% | +11.2% | +26.0% | +33.0% |
| YTD | -7.3% | +24.4% | -31.7% | -13.5% |
| 1Y | +40.0% | +6.7% | +33.3% | +37.7% |
| All | -6.1% | +9.1% | -15.2% | -11.5% |
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