-21.8%
PATH vs AME
+58.2%
-80.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -1.8% |
| 7D | -5.6% | -11.4% | +5.8% | -2.1% |
| 30D | -0.7% | -12.1% | +11.4% | +3.2% |
| 3M | -5.9% | -12.3% | +6.5% | -2.2% |
| 6M | +21.6% | -4.6% | +26.2% | +21.4% |
| YTD | -20.6% | +9.1% | -29.7% | -28.4% |
| 1Y | -10.6% | +13.3% | -23.9% | -21.5% |
| All | -21.8% | +58.2% | -80.0% | -54.1% |
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