-77.0%
PATH vs AJG
+83.9%
-160.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.1% |
| 7D | -5.3% | +2.0% | -7.3% | -6.4% |
| 30D | -0.5% | +24.0% | -24.5% | -11.7% |
| 3M | -7.1% | +12.2% | -19.3% | -13.0% |
| 6M | +23.8% | +43.9% | -20.1% | +1.8% |
| YTD | -20.7% | +9.8% | -30.5% | -25.9% |
| 1Y | -8.1% | +16.2% | -24.2% | -16.7% |
| 3Y | -21.8% | +19.3% | -41.1% | -38.2% |
| All | -77.0% | +83.9% | -160.9% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling