-18.8%
PATH vs AME
+68.2%
-87.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +4.3% |
| 7D | -4.8% | -4.4% | -0.3% | -3.6% |
| 30D | +2.7% | -5.9% | +8.5% | +4.4% |
| 3M | -4.2% | -6.5% | +2.4% | -2.5% |
| 6M | +24.7% | +3.2% | +21.6% | +21.0% |
| YTD | -17.6% | +16.0% | -33.6% | -27.0% |
| 1Y | -5.3% | +20.4% | -25.8% | -18.5% |
| All | -18.8% | +68.2% | -87.0% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling