-75.7%
PATH vs AWK
-15.4%
-60.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +1.7% | -18.0% | -16.7% |
| 30D | +9.9% | +5.6% | +4.3% | +8.4% |
| 3M | +30.2% | +15.9% | +14.3% | +25.4% |
| 6M | +37.2% | +4.6% | +32.6% | +35.3% |
| YTD | -7.3% | +10.1% | -17.4% | -10.2% |
| 1Y | +40.0% | +2.1% | +37.9% | +38.6% |
| 3Y | -4.4% | +9.8% | -14.3% | -12.5% |
| All | -75.7% | -15.4% | -60.3% | -79.6% |
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