-21.8%
PATH vs AGI
+141.1%
-163.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | -5.3% | +16.0% | -21.3% | -7.0% |
| 30D | -0.5% | +1.0% | -1.5% | -0.8% |
| 3M | -7.1% | +2.5% | -9.6% | -7.5% |
| 6M | +23.8% | -24.0% | +47.8% | +26.9% |
| YTD | -20.7% | -17.2% | -3.4% | -21.0% |
| 1Y | -8.1% | +4.9% | -13.0% | -11.1% |
| 3Y | -21.8% | +142.6% | -164.4% | -39.5% |
| All | -21.8% | +141.1% | -163.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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