-81.1%
PATH vs AMCR
+1.3%
-82.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -1.0% |
| 7D | -5.6% | -2.7% | -2.9% | -4.4% |
| 30D | -0.7% | +9.7% | -10.4% | -5.3% |
| 3M | -5.9% | -2.6% | -3.2% | -5.0% |
| 6M | +21.6% | +25.6% | -4.0% | +7.2% |
| YTD | -20.6% | +14.9% | -35.5% | -28.7% |
| 1Y | -10.6% | +20.5% | -31.1% | -22.6% |
| 3Y | -24.9% | +18.6% | -43.5% | -38.0% |
| 5Y | -76.8% | -3.0% | -73.8% | -76.5% |
| All | -81.1% | +1.3% | -82.5% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling