-21.8%
PATH vs AWK
+26.1%
-47.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -3.5% |
| 7D | -5.6% | +7.2% | -12.8% | -4.8% |
| 30D | -0.7% | +19.0% | -19.7% | +1.3% |
| 3M | -5.9% | +14.4% | -20.2% | -4.3% |
| 6M | +21.6% | +22.6% | -1.0% | +25.3% |
| YTD | -20.6% | +19.2% | -39.8% | -18.4% |
| 1Y | -10.6% | +19.6% | -30.1% | -8.0% |
| All | -21.8% | +26.1% | -47.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling