-79.7%
PATH vs AMBA
-34.0%
-45.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.7% | -8.1% |
| 7D | -22.8% | -6.4% | -16.4% | -21.0% |
| 30D | -6.9% | -26.8% | +19.9% | +3.5% |
| 3M | +25.4% | -7.6% | +33.1% | +23.0% |
| 6M | +18.1% | +21.2% | -3.1% | +0.4% |
| YTD | -14.5% | -10.4% | -4.1% | -19.7% |
| 1Y | +18.7% | -24.4% | +43.1% | +17.4% |
| 3Y | -24.2% | +6.0% | -30.2% | -41.2% |
| 5Y | -75.2% | -53.9% | -21.3% | -75.8% |
| All | -79.7% | -34.0% | -45.7% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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