-21.8%
PATH vs JAAA
+18.6%
-40.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -5.3% | +0.2% | -5.5% | -5.9% |
| 30D | -0.5% | +0.4% | -1.0% | -2.3% |
| 3M | -7.1% | +1.2% | -8.3% | -11.7% |
| 6M | +23.8% | +2.3% | +21.5% | +12.2% |
| YTD | -20.7% | +3.9% | -24.6% | -32.9% |
| 1Y | -8.1% | +4.8% | -12.9% | -25.8% |
| 3Y | -21.8% | +18.5% | -40.4% | -59.9% |
| All | -21.8% | +18.6% | -40.5% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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