-75.7%
PATH vs AA
+10.5%
-86.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -16.0% |
| 7D | -16.3% | -0.7% | -15.6% | -16.1% |
| 30D | +9.9% | +5.0% | +4.9% | +8.2% |
| 3M | +30.2% | -35.8% | +66.0% | +47.4% |
| 6M | +37.2% | -18.4% | +55.6% | +41.3% |
| YTD | -7.3% | -5.5% | -1.8% | -10.2% |
| 1Y | +40.0% | +61.0% | -21.0% | +11.8% |
| 3Y | -4.4% | +66.2% | -70.6% | -30.0% |
| All | -75.7% | +10.5% | -86.1% | -78.9% |
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