-8.6%
PATH vs AJG
+14.1%
-22.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.7% | +0.6% | -3.3% | -3.1% |
| 30D | -3.7% | +20.6% | -24.3% | -13.4% |
| 3M | -13.8% | +13.4% | -27.1% | -19.7% |
| 6M | +20.3% | +41.9% | -21.6% | -0.1% |
| YTD | -20.8% | +9.4% | -30.2% | -30.8% |
| All | -8.6% | +14.1% | -22.7% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling