+6.7%
AMZN vs PATH
-10.3%
+17.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +6.0% |
| 7D | +4.5% | -4.8% | +9.3% | +4.7% |
| 30D | +5.8% | +2.7% | +3.2% | +5.7% |
| 3M | -4.1% | -4.2% | +0.1% | -4.3% |
| 6M | -2.2% | +24.7% | -27.0% | -3.4% |
| YTD | +15.3% | -17.6% | +32.8% | +15.6% |
| 1Y | +6.7% | -5.3% | +12.0% | +4.9% |
| All | +6.7% | -10.3% | +17.0% | +4.9% |
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