-80.4%
PATH vs AXP
+146.8%
-227.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.3% |
| 7D | -4.8% | +4.6% | -9.4% | -8.0% |
| 30D | +2.7% | +9.7% | -7.1% | -4.2% |
| 3M | -4.2% | -3.8% | -0.4% | -1.8% |
| 6M | +24.7% | +4.8% | +19.9% | +19.5% |
| YTD | -17.6% | -9.1% | -8.5% | -13.0% |
| 1Y | -5.3% | -6.7% | +1.4% | -2.2% |
| 3Y | -22.0% | +125.2% | -147.2% | -61.7% |
| 5Y | -76.5% | +105.0% | -181.5% | -87.5% |
| All | -80.4% | +146.8% | -227.3% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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