+17.4%
PATH vs AAOX
-93.0%
+110.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | 0.0% |
| 7D | -5.3% | -52.9% | +47.6% | -5.6% |
| 30D | -0.5% | -86.9% | +86.4% | -1.8% |
| 3M | -7.1% | -89.6% | +82.5% | -8.0% |
| 6M | +23.8% | -97.3% | +121.1% | +22.6% |
| All | +17.4% | -93.0% | +110.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 3y: compounded portfolio wealth divided by compounded AAOX 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…
3y analysis · Full analysis span regression · 6 months rolling