-76.8%
PATH vs ACM
+1.8%
-78.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.0% |
| 7D | -5.6% | +5.1% | -10.6% | -9.4% |
| 30D | -0.7% | +11.5% | -12.2% | -9.3% |
| 3M | -5.9% | -10.5% | +4.6% | +1.4% |
| 6M | +21.6% | -20.4% | +41.9% | +43.6% |
| YTD | -20.6% | -28.9% | +8.2% | +2.2% |
| 1Y | -10.6% | -48.7% | +38.1% | +54.0% |
| 3Y | -24.9% | -12.5% | -12.4% | -24.9% |
| 5Y | -76.8% | +0.5% | -77.4% | -79.1% |
| All | -76.8% | +1.8% | -78.6% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling