+261.9%
AMD vs PATH
-24.3%
+286.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.7% | -13.6% | -16.6% |
| 7D | -28.6% | -5.6% | -23.0% | -27.8% |
| 30D | -37.7% | -0.7% | -37.0% | -37.6% |
| 3M | -16.1% | -5.9% | -10.2% | -16.6% |
| 6M | +13.8% | +21.6% | -7.8% | +5.8% |
| YTD | +88.8% | -20.6% | +109.5% | +92.0% |
| 1Y | +57.8% | -10.6% | +68.3% | +53.1% |
| All | +261.9% | -24.3% | +286.2% | +249.0% |
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