-75.7%
PATH vs ACM
+5.0%
-80.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.3% |
| 7D | -16.3% | -3.7% | -12.6% | -13.8% |
| 30D | +9.9% | -11.1% | +21.0% | +19.2% |
| 3M | +30.2% | -8.0% | +38.1% | +36.7% |
| 6M | +37.2% | -29.7% | +66.9% | +79.4% |
| YTD | -7.3% | -29.4% | +22.0% | +19.5% |
| 1Y | +40.0% | -46.4% | +86.4% | +128.8% |
| 3Y | -4.4% | -22.3% | +17.9% | +8.8% |
| All | -75.7% | +5.0% | -80.6% | -78.1% |
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