-81.2%
PATH vs ARWR
-14.3%
-66.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -5.3% | -2.9% | -2.4% | -4.5% |
| 30D | -0.5% | -5.4% | +4.9% | +1.0% |
| 3M | -7.1% | -32.2% | +25.1% | +3.2% |
| 6M | +23.8% | -26.5% | +50.3% | +31.3% |
| YTD | -20.7% | -12.4% | -8.3% | -21.6% |
| 1Y | -8.1% | +46.9% | -54.9% | -24.6% |
| 3Y | -21.8% | +116.0% | -137.8% | -52.0% |
| 5Y | -76.8% | -28.0% | -48.9% | -80.2% |
| All | -81.2% | -14.3% | -66.9% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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