-78.0%
PATH vs ACN
-29.8%
-48.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.3% | -13.3% | -13.9% |
| 7D | -16.3% | -1.5% | -14.8% | -14.8% |
| 30D | +9.9% | +9.4% | +0.5% | +2.3% |
| 3M | +30.2% | +5.6% | +24.5% | +21.7% |
| 6M | +37.2% | -9.3% | +46.5% | +47.7% |
| YTD | -7.3% | -29.0% | +21.7% | +23.1% |
| 1Y | +40.0% | -24.7% | +64.7% | +74.6% |
| 3Y | -4.4% | -39.8% | +35.4% | +42.3% |
| 5Y | -76.0% | -40.9% | -35.1% | -66.1% |
| All | -78.0% | -29.8% | -48.2% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling