-78.0%
PATH vs ARMK
+119.7%
-197.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.1% |
| 7D | -16.3% | -2.4% | -13.9% | -15.0% |
| 30D | +9.9% | 0.0% | +9.9% | +9.3% |
| 3M | +30.2% | +6.7% | +23.5% | +23.6% |
| 6M | +37.2% | +38.8% | -1.6% | +6.6% |
| YTD | -7.3% | +55.2% | -62.5% | -34.3% |
| 1Y | +40.0% | +46.6% | -6.6% | +3.8% |
| 3Y | -4.4% | +112.9% | -117.3% | -49.3% |
| 5Y | -76.0% | +144.0% | -220.0% | -88.3% |
| All | -78.0% | +119.7% | -197.7% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling