+337.4%
AMD vs PATH
-21.4%
+358.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | -15.5% | -4.8% | -10.7% | -14.8% |
| 30D | -22.6% | +2.7% | -25.3% | -23.0% |
| 3M | -5.7% | -4.2% | -1.6% | -6.7% |
| 6M | +43.1% | +24.7% | +18.4% | +32.4% |
| YTD | +128.2% | -17.6% | +145.8% | +130.3% |
| 1Y | +95.5% | -5.3% | +100.8% | +87.2% |
| All | +337.4% | -21.4% | +358.8% | +318.6% |
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 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