-81.1%
PATH vs AA
+24.5%
-105.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | -2.2% |
| 7D | -5.6% | -3.7% | -1.9% | -4.6% |
| 30D | -0.7% | -10.8% | +10.1% | +2.4% |
| 3M | -5.9% | -19.1% | +13.2% | -0.5% |
| 6M | +21.6% | -38.7% | +60.3% | +36.5% |
| YTD | -20.6% | -27.1% | +6.5% | -17.3% |
| 1Y | -10.6% | +8.3% | -18.9% | -18.6% |
| 3Y | -24.9% | +49.6% | -74.4% | -42.3% |
| 5Y | -76.8% | -15.5% | -61.3% | -78.6% |
| All | -81.1% | +24.5% | -105.6% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling