-80.3%
PATH vs AGNC
+26.1%
-106.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.0% |
| 7D | -24.6% | -1.0% | -23.5% | -24.0% |
| 30D | -13.0% | -1.2% | -11.7% | -12.1% |
| 3M | +26.2% | +5.4% | +20.9% | +21.7% |
| 6M | +13.4% | +6.7% | +6.7% | +7.3% |
| YTD | -17.2% | +7.1% | -24.3% | -22.7% |
| 1Y | +14.0% | +16.3% | -2.2% | -0.7% |
| 3Y | -26.6% | +68.5% | -95.0% | -52.8% |
| 5Y | -75.1% | +31.4% | -106.5% | -79.8% |
| All | -80.3% | +26.1% | -106.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling