-77.4%
PATH vs AGI
+318.8%
-396.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.6% |
| 7D | -2.7% | +17.4% | -20.1% | -5.4% |
| 30D | -3.7% | -0.9% | -2.8% | -3.8% |
| 3M | -13.8% | -1.6% | -12.2% | -13.8% |
| 6M | +20.3% | -24.7% | +45.0% | +25.1% |
| YTD | -20.8% | -15.3% | -5.5% | -21.1% |
| 1Y | -9.2% | +5.5% | -14.7% | -13.6% |
| 3Y | -21.8% | +154.5% | -176.3% | -43.1% |
| 5Y | -77.4% | +310.6% | -388.0% | -84.7% |
| All | -77.4% | +318.8% | -396.2% | -84.7% |
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