-81.2%
PATH vs AME
+80.8%
-161.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.7% |
| 7D | -5.3% | -5.2% | -0.2% | -2.4% |
| 30D | -0.5% | -8.0% | +7.5% | +4.3% |
| 3M | -7.1% | -8.9% | +1.8% | -2.7% |
| 6M | +23.8% | -5.0% | +28.8% | +24.6% |
| YTD | -20.7% | +11.9% | -32.6% | -32.5% |
| 1Y | -8.1% | +16.6% | -24.7% | -24.8% |
| 3Y | -21.8% | +62.5% | -84.3% | -56.2% |
| 5Y | -76.8% | +67.6% | -144.4% | -88.3% |
| All | -81.2% | +80.8% | -161.9% | -90.7% |
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