-81.2%
PATH vs AMCR
-0.2%
-81.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.7% | -7.9% | +5.2% | +1.2% |
| 30D | -3.7% | +8.2% | -11.9% | -7.6% |
| 3M | -13.8% | -4.3% | -9.4% | -12.2% |
| 6M | +20.3% | +16.6% | +3.7% | +10.5% |
| YTD | -20.8% | +13.1% | -33.9% | -28.3% |
| 1Y | -9.2% | +14.4% | -23.6% | -18.8% |
| 3Y | -21.8% | +18.4% | -40.1% | -35.8% |
| 5Y | -77.4% | -5.8% | -71.6% | -76.8% |
| All | -81.2% | -0.2% | -81.0% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling