-76.8%
PATH vs ASTS
+138.7%
-215.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.2% | +11.5% | -1.4% |
| 7D | -5.6% | -29.9% | +24.3% | -0.6% |
| 30D | -0.7% | -52.2% | +51.5% | +10.4% |
| 3M | -5.9% | -55.8% | +50.0% | +5.2% |
| 6M | +21.6% | -52.7% | +74.3% | +29.6% |
| YTD | -20.6% | -58.4% | +37.8% | -16.7% |
| 1Y | -10.6% | -57.1% | +46.5% | -7.6% |
| 3Y | -24.9% | +629.5% | -654.4% | -61.3% |
| 5Y | -76.8% | +147.7% | -224.6% | -86.6% |
| All | -76.8% | +138.7% | -215.6% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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