-77.0%
PATH vs APTV
-77.0%
0.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.7% |
| 7D | -5.3% | -10.2% | +4.9% | 0.0% |
| 30D | -0.5% | -10.8% | +10.3% | +5.4% |
| 3M | -7.1% | -14.8% | +7.7% | +0.3% |
| 6M | +23.8% | -30.6% | +54.4% | +41.9% |
| YTD | -20.7% | -48.2% | +27.5% | +6.0% |
| 1Y | -8.1% | -52.0% | +43.9% | +28.7% |
| 3Y | -21.8% | -47.0% | +25.2% | -5.0% |
| All | -77.0% | -77.0% | 0.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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