-75.6%
PATH vs AUR
-56.5%
-19.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.1% |
| 7D | +0.7% | +7.9% | -7.2% | -1.4% |
| 30D | -1.1% | -18.5% | +17.4% | +3.5% |
| 3M | -14.2% | -36.7% | +22.5% | -5.1% |
| 6M | +30.9% | -39.8% | +70.6% | +44.1% |
| YTD | -20.1% | +13.3% | -33.4% | -26.5% |
| 1Y | -8.1% | +2.8% | -10.9% | -13.4% |
| 3Y | -24.3% | +139.7% | -163.9% | -55.4% |
| 5Y | -75.6% | -56.5% | -19.1% | -83.1% |
| All | -75.6% | -56.5% | -19.1% | -83.1% |
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