-75.7%
PATH vs JAAA
+25.6%
-101.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | +0.2% | -16.5% | -16.5% |
| 30D | +9.9% | +0.5% | +9.4% | +9.3% |
| 3M | +30.2% | +1.3% | +28.9% | +28.5% |
| 6M | +37.2% | +2.7% | +34.6% | +33.7% |
| YTD | -7.3% | +3.2% | -10.5% | -10.2% |
| 1Y | +40.0% | +4.9% | +35.1% | +33.0% |
| 3Y | -4.4% | +19.0% | -23.4% | -7.9% |
| All | -75.7% | +25.6% | -101.3% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling