-81.1%
PATH vs ARWR
-15.3%
-65.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.8% | +3.1% | -1.7% |
| 7D | -5.6% | -5.0% | -0.6% | -4.2% |
| 30D | -0.7% | -6.6% | +5.9% | +1.3% |
| 3M | -5.9% | -33.9% | +28.0% | +5.4% |
| 6M | +21.6% | -23.3% | +44.9% | +27.1% |
| YTD | -20.6% | -13.5% | -7.2% | -21.2% |
| 1Y | -10.6% | +42.5% | -53.1% | -26.0% |
| 3Y | -24.9% | +104.1% | -129.0% | -52.8% |
| 5Y | -76.8% | -28.8% | -48.0% | -80.1% |
| All | -81.1% | -15.3% | -65.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling