-81.2%
PATH vs BAH
+13.8%
-94.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +1.5% |
| 7D | -5.3% | -3.5% | -1.8% | -4.2% |
| 30D | -0.5% | +24.3% | -24.8% | -8.0% |
| 3M | -7.1% | +16.3% | -23.5% | -12.0% |
| 6M | +23.8% | +13.6% | +10.2% | +18.1% |
| YTD | -20.7% | +3.5% | -24.2% | -22.5% |
| 1Y | -8.1% | +2.7% | -10.8% | -9.9% |
| 3Y | -21.8% | -26.6% | +4.7% | -20.4% |
| 5Y | -76.8% | +8.5% | -85.4% | -79.7% |
| All | -81.2% | +13.8% | -94.9% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling