-3.1%
BAC vs PATH
-9.8%
+6.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.5% |
| 7D | -2.7% | -5.6% | +2.9% | -2.6% |
| 30D | -8.0% | -0.7% | -7.3% | -8.0% |
| 3M | -20.9% | -5.9% | -15.1% | -21.1% |
| 6M | -5.4% | +21.6% | -26.9% | -6.9% |
| YTD | -8.1% | -20.6% | +12.5% | -8.5% |
| 1Y | -3.1% | -10.6% | +7.5% | -4.4% |
| All | -3.1% | -9.8% | +6.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling