-34.1%
PATH vs AMDL
+95.0%
-129.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +9.2% | -25.8% | -17.4% |
| 7D | -16.3% | +4.5% | -20.8% | -16.8% |
| 30D | +9.9% | -4.4% | +14.3% | +9.8% |
| 3M | +30.2% | -30.5% | +60.7% | +30.4% |
| 6M | +37.2% | +300.9% | -263.7% | +4.7% |
| YTD | -7.3% | +219.9% | -227.3% | -29.2% |
| 1Y | +40.0% | +374.7% | -334.7% | -2.7% |
| All | -34.1% | +95.0% | -129.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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