-5.8%
PATH vs AUR
+0.7%
-6.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.0% |
| 7D | +2.1% | -4.5% | +6.6% | +3.0% |
| 30D | +1.6% | -16.6% | +18.2% | +5.5% |
| 3M | -20.4% | -38.5% | +18.0% | -12.1% |
| 6M | +40.1% | -49.9% | +90.0% | +61.0% |
| YTD | -19.0% | +9.6% | -28.7% | -33.1% |
| 1Y | -5.8% | +1.2% | -7.0% | -18.6% |
| All | -5.8% | +0.7% | -6.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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