+46.6%
BAC vs PATH
-80.1%
+126.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.2% |
| 7D | -2.7% | -5.6% | +2.9% | -2.1% |
| 30D | -8.0% | -0.7% | -7.3% | -8.0% |
| 3M | -20.9% | -5.9% | -15.1% | -21.0% |
| 6M | -5.4% | +21.6% | -26.9% | -8.7% |
| YTD | -8.1% | -20.6% | +12.5% | -7.3% |
| 1Y | -3.1% | -10.6% | +7.5% | -4.3% |
| 3Y | +88.1% | -24.9% | +113.0% | +82.0% |
| 5Y | +19.7% | -76.8% | +96.6% | +19.1% |
| All | +46.6% | -80.1% | +126.7% | +46.7% |
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 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