+86.2%
AMZN vs PATH
-24.3%
+110.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.6% |
| 7D | +6.7% | -5.6% | +12.3% | +7.6% |
| 30D | +1.5% | -0.7% | +2.2% | +1.6% |
| 3M | -4.6% | -5.9% | +1.3% | -4.6% |
| 6M | -4.9% | +21.6% | -26.5% | -9.2% |
| YTD | +12.7% | -20.6% | +33.4% | +14.7% |
| 1Y | +4.0% | -10.6% | +14.6% | +2.5% |
| All | +86.2% | -24.3% | +110.5% | +80.0% |
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