-78.0%
PATH vs APH
+419.8%
-497.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -17.1% |
| 7D | -16.3% | +5.0% | -21.3% | -18.8% |
| 30D | +9.9% | -3.9% | +13.8% | +11.7% |
| 3M | +30.2% | +13.0% | +17.2% | +17.2% |
| 6M | +37.2% | +25.2% | +12.1% | +11.4% |
| YTD | -7.3% | +22.9% | -30.3% | -28.5% |
| 1Y | +40.0% | +47.8% | -7.8% | -10.5% |
| 3Y | -4.4% | +283.0% | -287.4% | -81.3% |
| 5Y | -76.0% | +349.7% | -425.7% | -96.2% |
| All | -78.0% | +419.8% | -497.8% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling