-21.8%
PATH vs AR
+20.9%
-42.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | -5.6% | -11.7% | +6.1% | -3.2% |
| 30D | -0.7% | +1.8% | -2.5% | -1.3% |
| 3M | -5.9% | +6.0% | -11.8% | -7.4% |
| 6M | +21.6% | -7.0% | +28.6% | +22.8% |
| YTD | -20.6% | +5.6% | -26.2% | -22.6% |
| 1Y | -10.6% | +10.8% | -21.4% | -13.8% |
| All | -21.8% | +20.9% | -42.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling