+18.7%
PATH vs AJG
-14.7%
+33.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.0% | -3.7% | -6.1% |
| 7D | -22.8% | -3.8% | -19.0% | -21.4% |
| 30D | -6.9% | +1.6% | -8.5% | -7.4% |
| 3M | +25.4% | +18.6% | +6.8% | +18.1% |
| 6M | +18.1% | +10.9% | +7.2% | +11.1% |
| YTD | -14.5% | -2.0% | -12.6% | -20.5% |
| 1Y | +18.7% | -14.9% | +33.7% | +11.2% |
| All | +18.7% | -14.7% | +33.4% | +11.2% |
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