-78.0%
PATH vs APH
+153.8%
-231.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -47.8% | +29.1% | +6.4% |
| 7D | -17.1% | -48.7% | +31.6% | +9.4% |
| 30D | +9.9% | -51.9% | +61.9% | +50.1% |
| 3M | +30.2% | -43.6% | +73.7% | +57.5% |
| 6M | +37.2% | -37.5% | +74.8% | +49.8% |
| YTD | -7.3% | -38.6% | +31.3% | -3.8% |
| 1Y | +40.0% | -26.3% | +66.3% | +20.5% |
| 3Y | -4.4% | +89.2% | -93.6% | -74.6% |
| 5Y | -76.0% | +119.8% | -195.8% | -94.7% |
| All | -78.0% | +153.8% | -231.8% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling