-6.1%
PATH vs ACN
-39.8%
+33.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.3% | -13.3% | -14.3% |
| 7D | -16.3% | -1.5% | -14.8% | -15.0% |
| 30D | +9.9% | +9.4% | +0.5% | +3.6% |
| 3M | +30.2% | +5.6% | +24.5% | +24.0% |
| 6M | +37.2% | -9.3% | +46.5% | +47.6% |
| YTD | -7.3% | -29.0% | +21.7% | +18.4% |
| 1Y | +40.0% | -24.7% | +64.7% | +69.9% |
| All | -6.1% | -39.8% | +33.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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