-78.0%
PATH vs AMP
+152.4%
-230.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.8% | -16.0% |
| 7D | -16.3% | +0.2% | -16.5% | -16.4% |
| 30D | +9.9% | -0.1% | +10.0% | +9.9% |
| 3M | +30.2% | +23.6% | +6.6% | +10.7% |
| 6M | +37.2% | +20.4% | +16.9% | +18.2% |
| YTD | -7.3% | +15.4% | -22.8% | -18.3% |
| 1Y | +40.0% | +11.0% | +29.0% | +27.1% |
| 3Y | -4.4% | +70.5% | -74.9% | -41.3% |
| 5Y | -76.0% | +121.4% | -197.4% | -87.4% |
| All | -78.0% | +152.4% | -230.4% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 all: compounded portfolio wealth divided by compounded AMP 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…
all analysis · Full analysis span regression · 6 months rolling