-2.2%
AMZN vs PATH
+26.6%
-28.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.9% |
| 7D | +4.5% | -4.8% | +9.3% | +4.9% |
| 30D | +5.8% | +2.7% | +3.2% | +5.6% |
| 3M | -4.1% | -4.2% | +0.1% | -5.0% |
| 6M | -2.2% | +24.7% | -27.0% | -5.9% |
| All | -2.2% | +26.6% | -28.8% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling