-76.5%
PATH vs BABA
-33.9%
-42.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +1.1% |
| 7D | -4.8% | +4.3% | -9.1% | -6.3% |
| 30D | +2.7% | -5.0% | +7.6% | +4.4% |
| 3M | -4.2% | -18.4% | +14.2% | +2.1% |
| 6M | +24.7% | -20.3% | +45.0% | +32.3% |
| YTD | -17.6% | -27.5% | +9.9% | -10.4% |
| 1Y | -5.3% | -35.3% | +30.0% | +7.4% |
| 3Y | -22.0% | +31.2% | -53.1% | -41.1% |
| 5Y | -76.5% | -32.1% | -44.4% | -78.5% |
| All | -76.5% | -33.9% | -42.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling