-8.1%
PATH vs ATI
+81.8%
-89.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | +0.5% |
| 7D | -5.3% | +6.2% | -11.5% | -4.4% |
| 30D | -0.5% | -7.1% | +6.5% | -1.2% |
| 3M | -7.1% | -21.3% | +14.2% | -9.5% |
| 6M | +23.8% | +6.5% | +17.3% | +25.0% |
| YTD | -20.7% | +53.2% | -73.9% | -28.0% |
| 1Y | -8.1% | +82.7% | -90.8% | -29.0% |
| All | -8.1% | +81.8% | -89.8% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling