-77.0%
PATH vs AGI
+310.5%
-387.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | -5.3% | +16.0% | -21.3% | -7.8% |
| 30D | -0.5% | +1.0% | -1.5% | -0.9% |
| 3M | -7.1% | +2.5% | -9.6% | -7.8% |
| 6M | +23.8% | -24.0% | +47.8% | +28.5% |
| YTD | -20.7% | -17.2% | -3.4% | -20.6% |
| 1Y | -8.1% | +4.9% | -13.0% | -12.5% |
| 3Y | -21.8% | +142.6% | -164.4% | -42.7% |
| All | -77.0% | +310.5% | -387.5% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling