+156.4%
AMAT vs PATH
-75.2%
+231.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.9% |
| 7D | -11.2% | -4.8% | -6.4% | -10.3% |
| 30D | -31.9% | +2.7% | -34.5% | -32.3% |
| 3M | -32.3% | -4.2% | -28.2% | -32.9% |
| 6M | -5.4% | +24.7% | -30.1% | -13.3% |
| YTD | +44.3% | -17.6% | +61.8% | +44.2% |
| 1Y | +61.4% | -5.3% | +66.7% | +53.3% |
| 3Y | +170.6% | -22.0% | +192.6% | +149.2% |
| 5Y | +156.4% | -76.5% | +233.0% | +169.9% |
| All | +156.4% | -75.2% | +231.6% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling