-9.6%
PATH vs FANG
+26.2%
-35.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.3% | -7.4% | +5.1% | -2.4% |
| 30D | -4.8% | -7.3% | +2.5% | -4.8% |
| 3M | -17.7% | -10.0% | -7.7% | -17.5% |
| 6M | +18.9% | -4.6% | +23.5% | +19.2% |
| YTD | -21.7% | +20.5% | -42.2% | -16.4% |
| 1Y | -9.6% | +26.0% | -35.7% | -6.2% |
| All | -9.6% | +26.2% | -35.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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