-81.2%
PATH vs ACM
+6.5%
-87.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | +5.4% | -10.7% | -9.2% |
| 30D | -0.5% | +15.1% | -15.7% | -11.0% |
| 3M | -7.1% | -10.5% | +3.3% | -0.2% |
| 6M | +23.8% | -19.7% | +43.5% | +44.2% |
| YTD | -20.7% | -28.8% | +8.1% | +1.1% |
| 1Y | -8.1% | -47.9% | +39.8% | +51.9% |
| 3Y | -21.8% | -12.4% | -9.5% | -20.1% |
| 5Y | -76.8% | +0.6% | -77.4% | -78.4% |
| All | -81.2% | +6.5% | -87.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling