-81.4%
PATH vs AMGN
+111.8%
-193.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.3% | +0.9% | -3.1% | -2.5% |
| 30D | -4.8% | +12.1% | -17.0% | -7.5% |
| 3M | -17.7% | +12.2% | -29.9% | -20.0% |
| 6M | +18.9% | +42.1% | -23.2% | +9.1% |
| YTD | -21.7% | +45.0% | -66.8% | -29.1% |
| 1Y | -9.6% | +47.7% | -57.4% | -18.9% |
| 3Y | -25.8% | +90.4% | -116.2% | -39.2% |
| 5Y | -77.1% | +154.9% | -232.0% | -82.2% |
| All | -81.4% | +111.8% | -193.2% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling