-76.8%
PATH vs AWK
+0.6%
-77.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.2% |
| 7D | -5.6% | +7.2% | -12.8% | -7.3% |
| 30D | -0.7% | +19.0% | -19.7% | -5.3% |
| 3M | -5.9% | +14.4% | -20.2% | -9.2% |
| 6M | +21.6% | +22.6% | -1.0% | +14.7% |
| YTD | -20.6% | +19.2% | -39.8% | -25.0% |
| 1Y | -10.6% | +19.6% | -30.1% | -15.9% |
| 3Y | -24.9% | +26.1% | -51.0% | -35.8% |
| 5Y | -76.8% | +0.1% | -76.9% | -78.9% |
| All | -76.8% | +0.6% | -77.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling