+24.7%
PATH vs ACM
-17.9%
+42.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.4% |
| 7D | -4.8% | +9.5% | -14.3% | -9.2% |
| 30D | +2.7% | +14.7% | -12.1% | -4.5% |
| 3M | -4.2% | -9.5% | +5.3% | +0.2% |
| 6M | +24.7% | -18.0% | +42.8% | +41.7% |
| All | +24.7% | -17.9% | +42.7% | +41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling