+14.0%
JPM vs PATH
-7.3%
+21.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +3.5% | +2.1% | +1.4% | +3.4% |
| 30D | +3.3% | +1.6% | +1.6% | +3.2% |
| 3M | -4.2% | -20.4% | +16.3% | -3.7% |
| 6M | +16.4% | +40.1% | -23.7% | +14.3% |
| YTD | +9.5% | -19.0% | +28.5% | +11.0% |
| 1Y | +14.0% | -5.8% | +19.8% | +14.3% |
| All | +14.0% | -7.3% | +21.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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