-77.0%
PATH vs AUR
-56.9%
-20.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -2.5% |
| 7D | -5.3% | +1.1% | -6.5% | -5.8% |
| 30D | -0.5% | -22.9% | +22.4% | +5.6% |
| 3M | -7.1% | -35.0% | +27.8% | +2.1% |
| 6M | +23.8% | -39.3% | +63.1% | +36.2% |
| YTD | -20.7% | +14.8% | -35.5% | -27.2% |
| 1Y | -8.1% | +4.3% | -12.3% | -13.6% |
| 3Y | -21.8% | +125.0% | -146.8% | -53.0% |
| All | -77.0% | -56.9% | -20.1% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling