+117.1%
AMAT vs PATH
-78.0%
+195.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.7% | -9.9% | -12.8% |
| 7D | -24.3% | -5.6% | -18.7% | -23.3% |
| 30D | -39.8% | -0.7% | -39.1% | -39.7% |
| 3M | -40.2% | -5.9% | -34.3% | -40.4% |
| 6M | -22.1% | +21.6% | -43.7% | -28.2% |
| YTD | +24.7% | -20.6% | +45.3% | +25.7% |
| 1Y | +33.3% | -10.6% | +43.8% | +28.4% |
| 3Y | +133.9% | -24.9% | +158.7% | +117.3% |
| 5Y | +117.1% | -76.8% | +193.9% | +132.3% |
| All | +117.1% | -78.0% | +195.1% | +132.3% |
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 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