+24.7%
PATH vs AS
-8.6%
+33.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.3% |
| 7D | -4.8% | +13.8% | -18.6% | -6.2% |
| 30D | +2.7% | +16.7% | -14.0% | +0.8% |
| 3M | -4.2% | -11.5% | +7.3% | +1.2% |
| 6M | +24.7% | -5.5% | +30.3% | +29.6% |
| All | +24.7% | -8.6% | +33.3% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling