+84.7%
BAC vs PATH
-76.8%
+161.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.6% | +16.6% | +1.8% |
| 7D | +1.1% | -16.3% | +17.4% | +2.9% |
| 30D | -0.4% | +9.9% | -10.3% | -1.9% |
| 3M | +16.9% | +30.2% | -13.3% | +12.5% |
| 6M | +26.6% | +37.2% | -10.6% | +20.2% |
| YTD | +15.8% | -7.3% | +23.1% | +15.0% |
| 1Y | +27.2% | +40.0% | -12.8% | +17.9% |
| 3Y | +132.4% | -4.4% | +136.8% | +118.4% |
| 5Y | +72.6% | -76.0% | +148.6% | +69.2% |
| All | +84.7% | -76.8% | +161.5% | +82.0% |
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 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