-24.8%
PATH vs APLD
+461.1%
-485.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.8% | -18.4% | -16.8% |
| 7D | -16.3% | +4.1% | -20.4% | -16.6% |
| 30D | +9.9% | -11.7% | +21.6% | +10.9% |
| 3M | +30.2% | -40.3% | +70.4% | +35.1% |
| 6M | +37.2% | -8.0% | +45.2% | +34.2% |
| YTD | -7.3% | +7.5% | -14.9% | -12.0% |
| 1Y | +40.0% | +84.0% | -44.0% | +25.1% |
| 3Y | -4.4% | +356.2% | -360.6% | -32.3% |
| All | -24.8% | +461.1% | -485.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 5y: compounded portfolio wealth divided by compounded APLD 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…
5y analysis · Full analysis span regression · 6 months rolling