-80.4%
PATH vs ACN
+0.2%
-80.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | -0.1% |
| 7D | -4.8% | +8.6% | -13.4% | -11.0% |
| 30D | +2.7% | +36.6% | -33.9% | -20.9% |
| 3M | -4.2% | +56.3% | -60.5% | -34.7% |
| 6M | +24.7% | +49.7% | -24.9% | -13.7% |
| YTD | -17.6% | +1.3% | -18.9% | -19.7% |
| 1Y | -5.3% | +11.9% | -17.3% | -16.8% |
| 3Y | -22.0% | -10.6% | -11.4% | -18.5% |
| 5Y | -76.5% | -21.3% | -55.2% | -75.2% |
| All | -80.4% | +0.2% | -80.6% | -79.5% |
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 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