-5.3%
PATH vs AMGN
+64.6%
-70.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.6% |
| 7D | -4.8% | +5.9% | -10.7% | -5.3% |
| 30D | +2.7% | +18.7% | -16.1% | +1.3% |
| 3M | -4.2% | +23.4% | -27.6% | -4.2% |
| 6M | +24.7% | +49.7% | -25.0% | +26.9% |
| YTD | -17.6% | +49.2% | -66.7% | -17.5% |
| 1Y | -5.3% | +65.7% | -71.1% | -11.4% |
| All | -5.3% | +64.6% | -70.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling