+37.2%
PATH vs AA
-24.4%
+61.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -16.6% |
| 7D | -16.3% | -0.7% | -15.6% | -16.3% |
| 30D | +9.9% | +5.0% | +4.9% | +10.1% |
| 3M | +30.2% | -35.8% | +66.0% | +31.9% |
| 6M | +37.2% | -18.4% | +55.6% | +37.2% |
| All | +37.2% | -24.4% | +61.6% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling