-21.8%
PATH vs ACN
-10.0%
-11.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -5.6% | +7.3% | -12.8% | -9.9% |
| 30D | -0.7% | +38.2% | -38.9% | -20.5% |
| 3M | -5.9% | +56.6% | -62.4% | -31.2% |
| 6M | +21.6% | +51.1% | -29.5% | -9.7% |
| YTD | -20.6% | +1.7% | -22.3% | -22.0% |
| 1Y | -10.6% | +10.1% | -20.7% | -17.9% |
| All | -21.8% | -10.0% | -11.8% | -43.5% |
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