-78.0%
PATH vs AGG
+0.4%
-78.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | -0.2% | -16.2% | -16.1% |
| 30D | +9.9% | -0.4% | +10.3% | +10.6% |
| 3M | +30.2% | -0.7% | +30.8% | +31.8% |
| 6M | +37.2% | -1.5% | +38.7% | +40.9% |
| YTD | -7.3% | -0.3% | -7.1% | -6.9% |
| 1Y | +40.0% | +1.3% | +38.7% | +36.3% |
| 3Y | -4.4% | +13.2% | -17.6% | -25.8% |
| 5Y | -76.0% | -1.4% | -74.6% | -78.6% |
| All | -78.0% | +0.4% | -78.4% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling