-8.6%
PATH vs AMGN
+48.8%
-57.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | -2.7% | -2.2% | -0.6% | -2.6% |
| 30D | -1.4% | +12.1% | -13.5% | -1.9% |
| 3M | -16.4% | +13.6% | -30.1% | -16.2% |
| 6M | +23.3% | +43.9% | -20.7% | +28.6% |
| YTD | -19.8% | +45.9% | -65.8% | -17.6% |
| 1Y | -8.6% | +42.1% | -50.7% | -5.4% |
| All | -8.6% | +48.8% | -57.3% | -5.4% |
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