-78.0%
PATH vs BAH
-2.9%
-75.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.2% | -16.1% |
| 7D | -16.3% | -3.2% | -13.1% | -15.3% |
| 30D | +9.9% | +2.0% | +7.9% | +9.3% |
| 3M | +30.2% | -7.6% | +37.8% | +33.1% |
| 6M | +37.2% | -5.7% | +42.9% | +39.6% |
| YTD | -7.3% | -11.7% | +4.4% | -4.2% |
| 1Y | +40.0% | -27.4% | +67.4% | +50.6% |
| 3Y | -4.4% | -32.5% | +28.1% | +0.4% |
| 5Y | -76.0% | -3.3% | -72.7% | -77.7% |
| All | -78.0% | -2.9% | -75.0% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling