-76.8%
PATH vs AUR
-36.6%
-40.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.7% |
| 7D | -16.3% | +8.7% | -25.1% | -18.2% |
| 30D | +9.9% | -5.2% | +15.1% | +10.8% |
| 3M | +30.2% | -7.3% | +37.5% | +31.2% |
| 6M | +37.2% | +41.2% | -4.0% | +21.2% |
| YTD | -7.3% | +65.1% | -72.4% | -21.7% |
| 1Y | +40.0% | +13.4% | +26.6% | +29.9% |
| 3Y | -4.4% | +98.1% | -102.5% | -39.6% |
| 5Y | -76.0% | -36.0% | -40.0% | -83.9% |
| All | -76.8% | -36.6% | -40.2% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling