-78.0%
PATH vs AG
+31.4%
-109.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.7% | -16.3% |
| 7D | -16.3% | +1.0% | -17.3% | -16.4% |
| 30D | +9.9% | +19.2% | -9.3% | +6.6% |
| 3M | +30.2% | +6.2% | +24.0% | +27.8% |
| 6M | +37.2% | -26.7% | +63.9% | +42.0% |
| YTD | -7.3% | +26.1% | -33.4% | -14.8% |
| 1Y | +40.0% | +131.7% | -91.7% | +12.2% |
| 3Y | -4.4% | +255.3% | -259.7% | -35.6% |
| 5Y | -76.0% | +61.9% | -138.0% | -81.2% |
| All | -78.0% | +31.4% | -109.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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