-76.8%
PATH vs AA
-12.1%
-64.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | -2.0% |
| 7D | -5.6% | -3.7% | -1.9% | -4.5% |
| 30D | -0.7% | -10.8% | +10.1% | +2.7% |
| 3M | -5.9% | -19.1% | +13.2% | 0.0% |
| 6M | +21.6% | -38.7% | +60.3% | +37.9% |
| YTD | -20.6% | -27.1% | +6.5% | -17.2% |
| 1Y | -10.6% | +8.3% | -18.9% | -19.8% |
| 3Y | -24.9% | +49.6% | -74.4% | -45.0% |
| 5Y | -76.8% | -15.5% | -61.3% | -79.4% |
| All | -76.8% | -12.1% | -64.8% | -79.4% |
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