+49.3%
BAC vs PATH
-80.4%
+129.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.4% |
| 7D | +2.1% | -2.3% | +4.3% | +2.3% |
| 30D | -6.7% | -4.8% | -1.9% | -6.2% |
| 3M | -20.2% | -17.7% | -2.5% | -19.0% |
| 6M | -0.2% | +18.9% | -19.1% | -3.5% |
| YTD | -6.4% | -21.7% | +15.3% | -5.5% |
| 1Y | -3.1% | -9.6% | +6.5% | -4.4% |
| 3Y | +96.7% | -25.8% | +122.6% | +90.7% |
| 5Y | +21.3% | -77.1% | +98.4% | +20.9% |
| All | +49.3% | -80.4% | +129.7% | +49.6% |
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