-78.0%
PATH vs APD
+20.2%
-98.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.2% |
| 7D | -16.3% | -2.2% | -14.1% | -15.5% |
| 30D | +9.9% | +2.1% | +7.8% | +9.1% |
| 3M | +30.2% | +7.2% | +23.0% | +26.3% |
| 6M | +37.2% | +11.2% | +26.0% | +29.5% |
| YTD | -7.3% | +24.4% | -31.7% | -17.7% |
| 1Y | +40.0% | +6.7% | +33.3% | +33.7% |
| 3Y | -4.4% | +9.2% | -13.6% | -11.9% |
| 5Y | -76.0% | +27.4% | -103.4% | -82.4% |
| All | -78.0% | +20.2% | -98.2% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling