+58.3%
AMZN vs PATH
-79.4%
+137.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.5% |
| 7D | +4.5% | -4.8% | +9.3% | +5.7% |
| 30D | +5.8% | +2.7% | +3.2% | +5.1% |
| 3M | -4.1% | -4.2% | +0.1% | -4.4% |
| 6M | -2.2% | +24.7% | -27.0% | -9.4% |
| YTD | +15.3% | -17.6% | +32.8% | +16.2% |
| 1Y | +6.7% | -5.3% | +12.0% | +2.4% |
| 3Y | +91.9% | -22.0% | +113.9% | +77.5% |
| 5Y | +53.0% | -76.5% | +129.5% | +54.2% |
| All | +58.3% | -79.4% | +137.6% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling