-80.4%
PATH vs ASTS
+346.4%
-426.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.5% |
| 7D | -4.8% | -15.8% | +11.0% | -2.5% |
| 30D | +2.7% | -39.0% | +41.7% | +9.8% |
| 3M | -4.2% | -49.3% | +45.2% | +4.7% |
| 6M | +24.7% | -47.9% | +72.7% | +31.1% |
| YTD | -17.6% | -51.0% | +33.4% | -15.5% |
| 1Y | -5.3% | -49.2% | +43.8% | -4.4% |
| 3Y | -22.0% | +760.4% | -782.4% | -59.0% |
| 5Y | -76.5% | +185.6% | -262.2% | -86.8% |
| All | -80.4% | +346.4% | -426.8% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling