-80.4%
PATH vs APD
+27.2%
-107.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.1% |
| 7D | -4.8% | +3.8% | -8.6% | -6.2% |
| 30D | +2.7% | +14.1% | -11.4% | -2.7% |
| 3M | -4.2% | +8.2% | -12.4% | -7.2% |
| 6M | +24.7% | +7.5% | +17.2% | +20.5% |
| YTD | -17.6% | +31.7% | -49.2% | -28.5% |
| 1Y | -5.3% | +35.1% | -40.4% | -19.8% |
| 3Y | -22.0% | +16.8% | -38.8% | -30.4% |
| 5Y | -76.5% | +19.4% | -95.9% | -82.7% |
| All | -80.4% | +27.2% | -107.6% | -85.6% |
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