-78.0%
PATH vs AZO
+98.8%
-176.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.7% |
| 7D | -16.3% | +0.7% | -17.0% | -16.4% |
| 30D | +9.9% | -2.7% | +12.6% | +10.5% |
| 3M | +30.2% | -3.2% | +33.4% | +30.8% |
| 6M | +37.2% | -19.7% | +57.0% | +42.9% |
| YTD | -7.3% | -12.0% | +4.7% | -5.7% |
| 1Y | +40.0% | -29.5% | +69.5% | +49.8% |
| 3Y | -4.4% | +17.3% | -21.7% | -14.5% |
| 5Y | -76.0% | +94.1% | -170.1% | -77.6% |
| All | -78.0% | +98.8% | -176.7% | -79.1% |
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