+247.2%
AMAT vs PATH
-76.4%
+323.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.6% | +20.9% | +7.9% |
| 7D | -1.5% | -16.3% | +14.8% | +1.8% |
| 30D | -14.8% | +9.9% | -24.7% | -17.5% |
| 3M | -9.3% | +30.2% | -39.4% | -16.3% |
| 6M | +27.4% | +37.2% | -9.8% | +13.8% |
| YTD | +77.6% | -7.3% | +84.9% | +74.1% |
| 1Y | +188.9% | +40.0% | +148.9% | +145.1% |
| 3Y | +202.3% | -4.4% | +206.7% | +163.7% |
| All | +247.2% | -76.4% | +323.6% | +300.2% |
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