+71.4%
BAC vs PATH
-76.4%
+147.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.6% | +16.6% | +1.9% |
| 7D | +1.1% | -16.3% | +17.4% | +3.0% |
| 30D | -0.4% | +9.9% | -10.3% | -2.0% |
| 3M | +16.9% | +30.2% | -13.3% | +12.2% |
| 6M | +26.6% | +37.2% | -10.6% | +19.8% |
| YTD | +15.8% | -7.3% | +23.1% | +14.9% |
| 1Y | +27.2% | +40.0% | -12.8% | +17.2% |
| 3Y | +132.4% | -4.4% | +136.8% | +117.0% |
| All | +71.4% | -76.4% | +147.9% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling