-81.1%
PATH vs JAAA
+28.1%
-109.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.6% | +0.2% | -5.7% | -5.7% |
| 30D | -0.7% | +0.4% | -1.1% | -1.1% |
| 3M | -5.9% | +1.2% | -7.0% | -7.1% |
| 6M | +21.6% | +2.3% | +19.3% | +18.6% |
| YTD | -20.6% | +3.9% | -24.5% | -23.8% |
| 1Y | -10.6% | +4.8% | -15.4% | -15.2% |
| 3Y | -24.9% | +18.7% | -43.5% | -30.1% |
| 5Y | -76.8% | +27.4% | -104.2% | -79.7% |
| All | -81.1% | +28.1% | -109.3% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling