+331.1%
AMD vs PATH
-3.6%
+334.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -16.6% | +21.3% | +7.7% |
| 7D | +2.6% | -16.3% | +18.9% | +5.5% |
| 30D | -0.9% | +9.9% | -10.8% | -3.9% |
| 3M | -8.7% | +30.2% | -38.9% | -15.0% |
| 6M | +136.3% | +37.2% | +99.1% | +114.0% |
| YTD | +123.0% | -7.3% | +130.3% | +121.1% |
| 1Y | +195.2% | +40.0% | +155.2% | +155.9% |
| All | +331.1% | -3.6% | +334.7% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling