-81.2%
PATH vs AZO
+114.3%
-195.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.5% |
| 7D | -5.3% | +1.5% | -6.8% | -5.6% |
| 30D | -0.5% | +13.0% | -13.5% | -3.2% |
| 3M | -7.1% | +4.8% | -11.9% | -8.3% |
| 6M | +23.8% | -9.2% | +33.0% | +25.6% |
| YTD | -20.7% | -5.2% | -15.5% | -20.7% |
| 1Y | -8.1% | -12.4% | +4.4% | -6.5% |
| 3Y | -21.8% | +23.4% | -45.3% | -30.6% |
| 5Y | -76.8% | +76.9% | -153.8% | -81.1% |
| All | -81.2% | +114.3% | -195.4% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling