-21.8%
PATH vs AGI
+135.4%
-157.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -4.1% |
| 7D | -5.6% | +7.8% | -13.4% | -6.5% |
| 30D | -0.7% | -5.0% | +4.4% | -0.3% |
| 3M | -5.9% | -0.5% | -5.4% | -5.9% |
| 6M | +21.6% | -19.9% | +41.5% | +23.8% |
| YTD | -20.6% | -19.2% | -1.4% | -20.7% |
| 1Y | -10.6% | +0.6% | -11.2% | -13.1% |
| All | -21.8% | +135.4% | -157.2% | -39.3% |
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