-76.8%
PATH vs BUD
+50.9%
-127.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.5% |
| 7D | -5.6% | +7.1% | -12.7% | -8.4% |
| 30D | -0.7% | +12.7% | -13.4% | -5.8% |
| 3M | -5.9% | 0.0% | -5.9% | -6.2% |
| 6M | +21.6% | +7.6% | +14.0% | +16.7% |
| YTD | -20.6% | +35.0% | -55.6% | -33.5% |
| 1Y | -10.6% | +37.6% | -48.1% | -26.2% |
| 3Y | -24.9% | +51.5% | -76.4% | -44.5% |
| 5Y | -76.8% | +50.2% | -127.1% | -83.9% |
| All | -76.8% | +50.9% | -127.7% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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