+95.5%
AMD vs PATH
-10.3%
+105.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +1.2% |
| 7D | -15.5% | -4.8% | -10.7% | -15.7% |
| 30D | -22.6% | +2.7% | -25.3% | -22.5% |
| 3M | -5.7% | -4.2% | -1.6% | -6.3% |
| 6M | +43.1% | +24.7% | +18.4% | +43.3% |
| YTD | +128.2% | -17.6% | +145.8% | +131.5% |
| 1Y | +95.5% | -5.3% | +100.8% | +89.6% |
| All | +95.5% | -10.3% | +105.8% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling