-81.1%
PATH vs ATI
+692.2%
-773.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -2.3% |
| 7D | -5.6% | -3.8% | -1.8% | -4.8% |
| 30D | -0.7% | -13.5% | +12.8% | +2.4% |
| 3M | -5.9% | -17.9% | +12.1% | -2.3% |
| 6M | +21.6% | +8.4% | +13.2% | +15.7% |
| YTD | -20.6% | +46.7% | -67.3% | -32.4% |
| 1Y | -10.6% | +74.5% | -85.0% | -28.0% |
| 3Y | -24.9% | +303.7% | -328.6% | -56.3% |
| 5Y | -76.8% | +848.9% | -925.8% | -88.2% |
| All | -81.1% | +692.2% | -773.3% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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