-21.8%
PATH vs AMGN
+86.0%
-107.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.8% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -0.7% | +14.3% | -15.0% | -3.7% |
| 3M | -5.9% | +13.5% | -19.4% | -8.4% |
| 6M | +21.6% | +41.5% | -19.9% | +12.8% |
| YTD | -20.6% | +43.5% | -64.1% | -27.3% |
| 1Y | -10.6% | +47.9% | -58.5% | -19.2% |
| All | -21.8% | +86.0% | -107.7% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling