-77.0%
PATH vs AZN
+61.4%
-138.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -0.5% | +16.4% | -17.0% | -4.1% |
| 3M | -7.1% | +15.7% | -22.9% | -10.3% |
| 6M | +23.8% | +0.8% | +23.0% | +22.6% |
| YTD | -20.7% | +2.5% | -23.1% | -22.9% |
| 1Y | -8.1% | +12.4% | -20.5% | -13.8% |
| 3Y | -21.8% | +53.4% | -75.3% | -38.4% |
| All | -77.0% | +61.4% | -138.4% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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