-77.0%
PATH vs ATI
+871.8%
-948.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.2% |
| 7D | -5.3% | +6.2% | -11.5% | -6.9% |
| 30D | -0.5% | -7.1% | +6.5% | +0.9% |
| 3M | -7.1% | -21.3% | +14.2% | -2.0% |
| 6M | +23.8% | +6.5% | +17.3% | +18.2% |
| YTD | -20.7% | +53.2% | -73.9% | -34.4% |
| 1Y | -8.1% | +82.7% | -90.8% | -28.6% |
| 3Y | -21.8% | +314.3% | -336.1% | -58.2% |
| All | -77.0% | +871.8% | -948.7% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling