-76.8%
PATH vs AMGN
+149.4%
-226.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.7% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -0.7% | +14.3% | -15.0% | -4.2% |
| 3M | -5.9% | +13.5% | -19.4% | -8.9% |
| 6M | +21.6% | +41.5% | -19.9% | +10.8% |
| YTD | -20.6% | +43.5% | -64.1% | -28.6% |
| 1Y | -10.6% | +47.9% | -58.5% | -20.6% |
| 3Y | -24.9% | +86.6% | -111.5% | -39.8% |
| 5Y | -76.8% | +151.6% | -228.4% | -83.5% |
| All | -76.8% | +149.4% | -226.2% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling