-78.0%
PATH vs BABA
-47.5%
-30.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 3M | +30.2% | -9.3% | +39.4% | +33.3% |
| 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% | +40.2% |
| 3Y | -4.4% | +26.7% | -31.1% | -25.2% |
| 5Y | -76.0% | -29.3% | -46.7% | -77.7% |
| All | -78.0% | -47.5% | -30.5% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling