+73.9%
IBM vs PATH
-3.6%
+77.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.6% | +16.7% | +2.9% |
| 7D | -0.3% | -16.3% | +16.0% | +2.5% |
| 30D | +0.3% | +9.9% | -9.6% | -1.9% |
| 3M | -21.6% | +30.2% | -51.8% | -25.8% |
| 6M | -4.7% | +37.2% | -41.9% | -10.8% |
| YTD | -19.1% | -7.3% | -11.8% | -20.6% |
| 1Y | -2.5% | +40.0% | -42.5% | -10.6% |
| All | +73.9% | -3.6% | +77.5% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling