-81.2%
PATH vs AMGN
+109.6%
-190.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | -1.2% | -4.1% | -5.0% |
| 30D | -0.5% | +11.5% | -12.0% | -3.2% |
| 3M | -7.1% | +14.4% | -21.5% | -10.1% |
| 6M | +23.8% | +40.9% | -17.1% | +13.8% |
| YTD | -20.7% | +43.5% | -64.2% | -28.0% |
| 1Y | -8.1% | +49.9% | -58.0% | -17.9% |
| 3Y | -21.8% | +84.6% | -106.5% | -35.4% |
| 5Y | -76.8% | +151.6% | -228.5% | -82.0% |
| All | -81.2% | +109.6% | -190.8% | -86.0% |
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