-78.0%
PATH vs AME
+87.7%
-165.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.1% | -17.7% |
| 7D | -16.3% | +0.6% | -16.9% | -16.9% |
| 30D | +9.9% | -6.7% | +16.6% | +15.0% |
| 3M | +30.2% | +4.1% | +26.1% | +24.9% |
| 6M | +37.2% | +1.6% | +35.6% | +31.3% |
| YTD | -7.3% | +16.1% | -23.5% | -21.9% |
| 1Y | +40.0% | +27.3% | +12.7% | +7.6% |
| 3Y | -4.4% | +50.9% | -55.3% | -40.1% |
| 5Y | -76.0% | +81.4% | -157.4% | -88.3% |
| All | -78.0% | +87.7% | -165.7% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling