-77.4%
PATH vs AA
-9.6%
-67.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -1.9% |
| 7D | -2.7% | +4.8% | -7.5% | -4.2% |
| 30D | -3.7% | -0.6% | -3.1% | -3.8% |
| 3M | -13.8% | -16.3% | +2.5% | -9.5% |
| 6M | +20.3% | -33.4% | +53.7% | +32.9% |
| YTD | -20.8% | -20.7% | -0.1% | -19.6% |
| 1Y | -9.2% | +12.9% | -22.2% | -19.5% |
| 3Y | -21.8% | +75.7% | -97.5% | -45.9% |
| 5Y | -77.4% | -6.8% | -70.6% | -80.7% |
| All | -77.4% | -9.6% | -67.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling