-81.1%
PATH vs BABA
-49.9%
-31.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.6% |
| 7D | -5.6% | +8.6% | -14.2% | -8.4% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | -5.9% | -15.9% | +10.1% | -0.9% |
| 6M | +21.6% | -17.5% | +39.1% | +27.2% |
| YTD | -20.6% | -25.6% | +5.0% | -14.6% |
| 1Y | -10.6% | -33.8% | +23.2% | +0.5% |
| 3Y | -24.9% | +34.6% | -59.5% | -43.4% |
| 5Y | -76.8% | -27.7% | -49.2% | -78.7% |
| All | -81.1% | -49.9% | -31.2% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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