-75.7%
PATH vs BABA
-30.9%
-44.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -17.1% |
| 7D | -16.3% | -4.8% | -11.5% | -15.0% |
| 30D | +9.9% | -11.9% | +21.8% | +14.3% |
| 3M | +30.2% | -9.3% | +39.4% | +33.4% |
| 6M | +37.2% | -14.2% | +51.5% | +41.4% |
| YTD | -7.3% | -22.0% | +14.7% | -1.6% |
| 1Y | +40.0% | -12.7% | +52.7% | +40.1% |
| 3Y | -4.4% | +26.7% | -31.1% | -25.6% |
| All | -75.7% | -30.9% | -44.8% | -76.1% |
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