-78.0%
PATH vs AVAV
+41.2%
-119.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -14.9% | -16.1% |
| 7D | -16.3% | -2.2% | -14.1% | -15.7% |
| 30D | +9.9% | -13.9% | +23.8% | +14.3% |
| 3M | +30.2% | -29.2% | +59.4% | +40.6% |
| 6M | +37.2% | -36.1% | +73.3% | +50.4% |
| YTD | -7.3% | -40.2% | +32.9% | 0.0% |
| 1Y | +40.0% | -36.2% | +76.2% | +47.1% |
| 3Y | -4.4% | +47.5% | -51.9% | -35.7% |
| 5Y | -76.0% | +39.3% | -115.3% | -84.5% |
| All | -78.0% | +41.2% | -119.2% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling