+37.2%
PATH vs AMGN
+16.6%
+20.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -17.0% |
| 7D | -16.3% | +1.1% | -17.4% | -15.9% |
| 30D | +9.9% | +7.8% | +2.1% | +12.4% |
| 3M | +30.2% | +27.3% | +2.9% | +44.3% |
| 6M | +37.2% | +16.8% | +20.4% | +60.8% |
| All | +37.2% | +16.6% | +20.6% | +60.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling