-75.7%
PATH vs AMT
-31.6%
-44.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.6% | -16.2% |
| 7D | -16.3% | -0.2% | -16.1% | -16.2% |
| 30D | +9.9% | +4.6% | +5.3% | +8.0% |
| 3M | +30.2% | -8.4% | +38.6% | +34.5% |
| 6M | +37.2% | -6.0% | +43.2% | +39.9% |
| YTD | -7.3% | +2.1% | -9.4% | -9.4% |
| 1Y | +40.0% | -6.4% | +46.4% | +41.8% |
| 3Y | -4.4% | +8.1% | -12.5% | -18.5% |
| All | -75.7% | -31.6% | -44.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling