-77.0%
PATH vs AMGN
+151.3%
-228.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -7.1% | +14.4% | -21.5% | -10.3% |
| 6M | +23.8% | +40.9% | -17.1% | +13.0% |
| YTD | -20.7% | +43.5% | -64.2% | -28.6% |
| 1Y | -8.1% | +49.9% | -58.0% | -18.7% |
| 3Y | -21.8% | +84.6% | -106.5% | -37.1% |
| All | -77.0% | +151.3% | -228.3% | -83.7% |
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