+52.1%
BAC vs PATH
-79.4%
+131.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.6% |
| 7D | +1.5% | -4.8% | +6.3% | +2.1% |
| 30D | -4.4% | +2.7% | -7.0% | -4.7% |
| 3M | -17.5% | -4.2% | -13.3% | -17.7% |
| 6M | -0.1% | +24.7% | -24.8% | -3.9% |
| YTD | -4.6% | -17.6% | +12.9% | -4.2% |
| 1Y | -1.5% | -5.3% | +3.8% | -3.4% |
| 3Y | +95.2% | -22.0% | +117.2% | +88.1% |
| 5Y | +23.3% | -76.5% | +99.8% | +22.2% |
| All | +52.1% | -79.4% | +131.5% | +51.6% |
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 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