-81.2%
PATH vs AWK
+3.9%
-85.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -5.3% | +4.1% | -9.4% | -6.2% |
| 30D | -0.5% | +18.0% | -18.5% | -4.2% |
| 3M | -7.1% | +12.2% | -19.4% | -9.6% |
| 6M | +23.8% | +21.2% | +2.6% | +18.2% |
| YTD | -20.7% | +17.6% | -38.2% | -24.1% |
| 1Y | -8.1% | +19.2% | -27.3% | -12.6% |
| 3Y | -21.8% | +26.7% | -48.6% | -31.7% |
| 5Y | -76.8% | -1.3% | -75.5% | -79.0% |
| All | -81.2% | +3.9% | -85.1% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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