-75.7%
PATH vs ARWR
+28.5%
-104.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.5% | -16.6% |
| 7D | -16.3% | +1.7% | -18.0% | -16.8% |
| 30D | +9.9% | -0.7% | +10.6% | +10.0% |
| 3M | +30.2% | +14.9% | +15.3% | +22.5% |
| 6M | +37.2% | +32.6% | +4.6% | +21.5% |
| YTD | -7.3% | +30.0% | -37.4% | -17.9% |
| 1Y | +40.0% | +208.4% | -168.4% | -9.1% |
| 3Y | -4.4% | +208.8% | -213.2% | -47.5% |
| All | -75.7% | +28.5% | -104.2% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling