-21.8%
PATH vs NTAP
+135.5%
-157.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.7% | +6.0% | 0.0% |
| 7D | -5.6% | -22.5% | +16.9% | +3.5% |
| 30D | -0.7% | -25.7% | +25.0% | +10.4% |
| 3M | -5.9% | -9.0% | +3.2% | -4.5% |
| 6M | +21.6% | +49.2% | -27.6% | -3.5% |
| YTD | -20.6% | +60.6% | -81.2% | -39.8% |
| 1Y | -10.6% | +48.7% | -59.2% | -29.4% |
| All | -21.8% | +135.5% | -157.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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