-77.0%
PATH vs ACN
-23.1%
-53.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.3% |
| 7D | -5.3% | +0.9% | -6.2% | -6.1% |
| 30D | -0.5% | +33.5% | -34.1% | -22.4% |
| 3M | -7.1% | +53.5% | -60.6% | -36.3% |
| 6M | +23.8% | +52.2% | -28.4% | -16.6% |
| YTD | -20.7% | -0.1% | -20.6% | -21.8% |
| 1Y | -8.1% | +11.0% | -19.1% | -19.0% |
| 3Y | -21.8% | -11.8% | -10.0% | -17.7% |
| All | -77.0% | -23.1% | -53.9% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling