-78.0%
PATH vs ATI
+891.3%
-969.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.0% | -19.6% | -17.4% |
| 7D | -16.3% | -0.1% | -16.3% | -16.5% |
| 30D | +9.9% | +2.7% | +7.2% | +8.7% |
| 3M | +30.2% | +16.3% | +13.8% | +23.6% |
| 6M | +37.2% | +30.2% | +7.0% | +24.7% |
| YTD | -7.3% | +83.6% | -90.9% | -24.8% |
| 1Y | +40.0% | +173.0% | -133.0% | -0.4% |
| 3Y | -4.4% | +356.6% | -361.0% | -45.4% |
| 5Y | -76.0% | +1,074.2% | -1,150.2% | -88.3% |
| All | -78.0% | +891.3% | -969.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling