+123.0%
IBM vs PATH
-80.1%
+203.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.4% |
| 7D | -4.3% | -5.6% | +1.3% | -3.7% |
| 30D | +11.7% | -0.7% | +12.4% | +11.7% |
| 3M | +5.5% | -5.9% | +11.4% | +5.8% |
| 6M | +9.5% | +21.6% | -12.1% | +6.7% |
| YTD | -14.9% | -20.6% | +5.7% | -14.3% |
| 1Y | -17.4% | -10.6% | -6.8% | -17.8% |
| 3Y | +83.3% | -24.9% | +108.1% | +80.6% |
| 5Y | +142.1% | -76.8% | +218.9% | +133.4% |
| All | +123.0% | -80.1% | +203.1% | +114.7% |
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