-80.4%
PATH vs ATI
+742.8%
-823.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | -4.8% | +8.3% | -13.1% | -6.8% |
| 30D | +2.7% | -7.3% | +9.9% | +4.1% |
| 3M | -4.2% | -10.5% | +6.3% | -2.6% |
| 6M | +24.7% | +16.4% | +8.4% | +16.6% |
| YTD | -17.6% | +56.1% | -73.6% | -30.8% |
| 1Y | -5.3% | +86.5% | -91.8% | -25.0% |
| 3Y | -22.0% | +329.5% | -351.5% | -55.3% |
| 5Y | -76.5% | +979.5% | -1,056.0% | -88.3% |
| All | -80.4% | +742.8% | -823.2% | -89.9% |
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