-21.8%
PATH vs BAH
-22.8%
+1.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | -5.6% | +6.0% | -11.6% | -7.6% |
| 30D | -0.7% | +31.1% | -31.8% | -10.1% |
| 3M | -5.9% | +25.2% | -31.0% | -13.1% |
| 6M | +21.6% | +18.9% | +2.7% | +14.0% |
| YTD | -20.6% | +8.3% | -28.9% | -23.8% |
| 1Y | -10.6% | +6.2% | -16.8% | -13.9% |
| All | -21.8% | -22.8% | +1.1% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling