-81.2%
PATH vs AA
+28.1%
-109.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.9% |
| 7D | -5.3% | +0.9% | -6.2% | -5.6% |
| 30D | -0.5% | -6.7% | +6.1% | +1.2% |
| 3M | -7.1% | -16.3% | +9.2% | -2.8% |
| 6M | +23.8% | -37.1% | +60.9% | +38.0% |
| YTD | -20.7% | -25.0% | +4.3% | -18.0% |
| 1Y | -8.1% | +8.6% | -16.6% | -16.3% |
| 3Y | -21.8% | +57.2% | -79.1% | -40.8% |
| 5Y | -76.8% | -13.0% | -63.8% | -78.8% |
| All | -81.2% | +28.1% | -109.2% | -83.6% |
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