-49.6%
PATH vs UMAC
+195.7%
-245.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | 0.0% |
| 7D | +0.7% | +10.1% | -9.5% | +0.1% |
| 30D | -1.1% | -39.1% | +38.0% | +1.1% |
| 3M | -14.2% | -56.2% | +42.1% | -11.1% |
| 6M | +30.9% | -16.2% | +47.1% | +28.5% |
| YTD | -20.1% | -7.1% | -12.9% | -23.0% |
| 1Y | -8.1% | +10.3% | -18.3% | -12.5% |
| All | -49.6% | +195.7% | -245.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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