-5.3%
PATH vs AZO
-7.5%
+2.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.2% |
| 7D | -4.8% | +5.3% | -10.1% | -5.6% |
| 30D | +2.7% | +18.4% | -15.8% | -0.1% |
| 3M | -4.2% | +9.8% | -14.0% | -5.8% |
| 6M | +24.7% | -4.5% | +29.2% | +22.8% |
| YTD | -17.6% | -1.9% | -15.6% | -19.4% |
| 1Y | -5.3% | -9.5% | +4.2% | -4.5% |
| All | -5.3% | -7.5% | +2.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling