+252.2%
AMAT vs PATH
-76.8%
+329.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.6% | +20.9% | +7.8% |
| 7D | -1.5% | -16.3% | +14.8% | +1.7% |
| 30D | -14.8% | +9.9% | -24.7% | -17.4% |
| 3M | -9.3% | +30.2% | -39.4% | -16.1% |
| 6M | +27.4% | +37.2% | -9.8% | +14.3% |
| YTD | +77.6% | -7.3% | +84.9% | +74.1% |
| 1Y | +188.9% | +40.0% | +148.9% | +147.0% |
| 3Y | +202.3% | -4.4% | +206.7% | +166.2% |
| 5Y | +248.9% | -76.0% | +324.9% | +266.2% |
| All | +252.2% | -76.8% | +329.0% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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