-81.2%
PATH vs ATI
+727.2%
-808.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.1% |
| 7D | -5.3% | +6.2% | -11.5% | -6.8% |
| 30D | -0.5% | -7.1% | +6.5% | +0.8% |
| 3M | -7.1% | -21.3% | +14.2% | -2.4% |
| 6M | +23.8% | +6.5% | +17.3% | +18.7% |
| YTD | -20.7% | +53.2% | -73.9% | -33.2% |
| 1Y | -8.1% | +82.7% | -90.8% | -26.8% |
| 3Y | -21.8% | +314.3% | -336.1% | -54.8% |
| 5Y | -76.8% | +890.9% | -967.8% | -88.3% |
| All | -81.2% | +727.2% | -808.4% | -90.3% |
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