-21.8%
PATH vs AJG
+19.3%
-41.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -5.3% | +2.0% | -7.3% | -5.9% |
| 30D | -0.5% | +24.0% | -24.5% | -6.4% |
| 3M | -7.1% | +12.2% | -19.3% | -10.2% |
| 6M | +23.8% | +43.9% | -20.1% | +14.4% |
| YTD | -20.7% | +9.8% | -30.5% | -25.6% |
| 1Y | -8.1% | +16.2% | -24.2% | -13.7% |
| 3Y | -21.8% | +19.3% | -41.1% | -20.0% |
| All | -21.8% | +19.3% | -41.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling