+58.8%
AMZN vs PATH
-80.2%
+139.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +8.7% | -2.7% | +11.4% | +9.4% |
| 30D | +1.7% | -3.7% | +5.4% | +2.5% |
| 3M | -2.8% | -13.8% | +11.0% | -0.6% |
| 6M | -2.1% | +20.3% | -22.4% | -8.5% |
| YTD | +15.6% | -20.8% | +36.4% | +17.7% |
| 1Y | +9.2% | -9.2% | +18.4% | +5.9% |
| 3Y | +89.9% | -21.8% | +111.6% | +75.0% |
| 5Y | +49.3% | -77.4% | +126.7% | +51.8% |
| All | +58.8% | -80.2% | +139.0% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling