-77.0%
PATH vs AWK
-1.1%
-75.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -5.3% | +4.1% | -9.4% | -6.3% |
| 30D | -0.5% | +18.0% | -18.5% | -4.9% |
| 3M | -7.1% | +12.2% | -19.4% | -10.0% |
| 6M | +23.8% | +21.2% | +2.6% | +17.1% |
| YTD | -20.7% | +17.6% | -38.2% | -24.8% |
| 1Y | -8.1% | +19.2% | -27.3% | -13.6% |
| 3Y | -21.8% | +26.7% | -48.6% | -33.9% |
| All | -77.0% | -1.1% | -75.9% | -79.2% |
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 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