-25.5%
PATH vs AGG
+14.5%
-40.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.4% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -4.8% | +1.4% | -6.2% | -6.2% |
| 3M | -17.7% | -0.7% | -17.0% | -17.1% |
| 6M | +18.9% | -1.7% | +20.6% | +20.9% |
| YTD | -21.7% | -1.1% | -20.7% | -20.9% |
| 1Y | -9.6% | -0.7% | -9.0% | -9.1% |
| All | -25.5% | +14.5% | -40.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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