-80.4%
PATH vs AR
+323.9%
-404.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.3% | +9.2% | +4.2% |
| 7D | -4.8% | -11.1% | +6.3% | -2.5% |
| 30D | +2.7% | +7.9% | -5.2% | +0.8% |
| 3M | -4.2% | +4.9% | -9.1% | -5.5% |
| 6M | +24.7% | -5.3% | +30.1% | +25.3% |
| YTD | -17.6% | +8.6% | -26.2% | -20.0% |
| 1Y | -5.3% | +13.7% | -19.0% | -9.0% |
| 3Y | -22.0% | +22.8% | -44.8% | -28.1% |
| 5Y | -76.5% | +82.0% | -158.5% | -80.4% |
| All | -80.4% | +323.9% | -404.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling