-81.1%
PATH vs ARMK
+94.6%
-175.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -1.3% |
| 7D | -5.6% | -10.2% | +4.6% | +0.8% |
| 30D | -0.7% | -9.3% | +8.6% | +5.0% |
| 3M | -5.9% | -11.4% | +5.5% | +0.3% |
| 6M | +21.6% | +11.6% | +10.0% | +9.4% |
| YTD | -20.6% | +37.5% | -58.1% | -39.7% |
| 1Y | -10.6% | +34.9% | -45.5% | -31.3% |
| 3Y | -24.9% | +83.4% | -108.3% | -56.3% |
| 5Y | -76.8% | +87.9% | -164.7% | -87.8% |
| All | -81.1% | +94.6% | -175.8% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling