-2.5%
IBM vs PATH
+39.0%
-41.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.6% | +16.7% | +3.6% |
| 7D | -0.3% | -16.3% | +16.0% | +3.1% |
| 30D | +0.3% | +9.9% | -9.6% | -2.7% |
| 3M | -21.6% | +30.2% | -51.8% | -27.0% |
| 6M | -4.7% | +37.2% | -41.9% | -12.6% |
| YTD | -19.1% | -7.3% | -11.8% | -23.0% |
| 1Y | -2.5% | +40.0% | -42.5% | -9.4% |
| All | -2.5% | +39.0% | -41.5% | -9.4% |
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