+40.0%
PATH vs AMT
-7.7%
+47.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.6% | -16.5% |
| 7D | -16.3% | -0.2% | -16.1% | -16.2% |
| 30D | +9.9% | +4.6% | +5.3% | +9.3% |
| 3M | +30.2% | -8.4% | +38.6% | +29.7% |
| 6M | +37.2% | -6.0% | +43.2% | +35.0% |
| YTD | -7.3% | +2.1% | -9.4% | -7.4% |
| 1Y | +40.0% | -6.4% | +46.4% | +40.6% |
| All | +40.0% | -7.7% | +47.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling