+149.5%
JPM vs PATH
-24.3%
+173.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -3.9% |
| 7D | -1.8% | -5.6% | +3.8% | -1.4% |
| 30D | +1.8% | -0.7% | +2.5% | +1.8% |
| 3M | -5.6% | -5.9% | +0.2% | -5.6% |
| 6M | +10.1% | +21.6% | -11.5% | +7.2% |
| YTD | +6.7% | -20.6% | +27.3% | +7.8% |
| 1Y | +10.3% | -10.6% | +20.9% | +9.6% |
| All | +149.5% | -24.3% | +173.8% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling