+196.6%
AMD vs PATH
-78.0%
+274.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.7% | -13.6% | -16.1% |
| 7D | -28.6% | -5.6% | -23.0% | -27.2% |
| 30D | -37.7% | -0.7% | -37.0% | -37.5% |
| 3M | -16.1% | -5.9% | -10.2% | -16.7% |
| 6M | +13.8% | +21.6% | -7.8% | +1.6% |
| YTD | +88.8% | -20.6% | +109.5% | +90.2% |
| 1Y | +57.8% | -10.6% | +68.3% | +49.3% |
| 3Y | +260.3% | -24.9% | +285.2% | +222.7% |
| 5Y | +196.6% | -76.8% | +273.4% | +290.1% |
| All | +196.6% | -78.0% | +274.7% | +290.1% |
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