-80.4%
PATH vs ACM
+8.8%
-89.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +0.6% |
| 7D | -4.8% | +9.5% | -14.3% | -11.5% |
| 30D | +2.7% | +14.7% | -12.1% | -8.0% |
| 3M | -4.2% | -9.5% | +5.3% | +2.1% |
| 6M | +24.7% | -18.0% | +42.8% | +43.0% |
| YTD | -17.6% | -27.3% | +9.7% | +3.2% |
| 1Y | -5.3% | -47.0% | +41.7% | +54.5% |
| 3Y | -22.0% | -10.6% | -11.4% | -21.5% |
| 5Y | -76.5% | +5.3% | -81.8% | -78.7% |
| All | -80.4% | +8.8% | -89.2% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling