-81.1%
PATH vs AME
+76.3%
-157.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | +0.1% |
| 7D | -5.6% | -11.4% | +5.8% | +1.7% |
| 30D | -0.7% | -12.1% | +11.4% | +7.3% |
| 3M | -5.9% | -12.3% | +6.5% | +1.2% |
| 6M | +21.6% | -4.6% | +26.2% | +21.5% |
| YTD | -20.6% | +9.1% | -29.7% | -31.3% |
| 1Y | -10.6% | +13.3% | -23.9% | -25.4% |
| 3Y | -24.9% | +58.2% | -83.1% | -57.1% |
| 5Y | -76.8% | +63.4% | -140.3% | -88.1% |
| All | -81.1% | +76.3% | -157.4% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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