-6.1%
PATH vs ACM
-21.7%
+15.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.4% |
| 7D | -16.3% | -3.7% | -12.6% | -14.1% |
| 30D | +9.9% | -11.1% | +21.0% | +18.2% |
| 3M | +30.2% | -8.0% | +38.1% | +36.1% |
| 6M | +37.2% | -29.7% | +66.9% | +74.8% |
| YTD | -7.3% | -29.4% | +22.0% | +16.7% |
| 1Y | +40.0% | -46.4% | +86.4% | +119.4% |
| All | -6.1% | -21.7% | +15.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling