-81.4%
PATH vs AJG
+119.4%
-200.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -2.3% | +3.4% | -5.6% | -3.8% |
| 30D | -4.8% | +21.5% | -26.3% | -13.4% |
| 3M | -17.7% | +12.3% | -30.0% | -22.3% |
| 6M | +18.9% | +43.0% | -24.1% | +0.6% |
| YTD | -21.7% | +10.2% | -31.9% | -26.5% |
| 1Y | -9.6% | +13.9% | -23.6% | -16.5% |
| 3Y | -25.8% | +17.2% | -43.0% | -37.5% |
| 5Y | -77.1% | +84.6% | -161.7% | -86.5% |
| All | -81.4% | +119.4% | -200.8% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling