-34.3%
PATH vs AS
+120.4%
-154.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.6% | -20.2% | -17.5% |
| 7D | -16.3% | -4.9% | -11.4% | -15.4% |
| 30D | +9.9% | -19.6% | +29.5% | +15.5% |
| 3M | +30.2% | -14.4% | +44.5% | +34.5% |
| 6M | +37.2% | -20.1% | +57.3% | +43.2% |
| YTD | -7.3% | -20.9% | +13.6% | -3.0% |
| 1Y | +40.0% | -21.9% | +61.9% | +45.7% |
| All | -34.3% | +120.4% | -154.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling