-76.8%
PATH vs NTAP
+108.2%
-185.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.7% | +6.0% | +1.8% |
| 7D | -5.6% | -22.5% | +16.9% | +8.2% |
| 30D | -0.7% | -25.7% | +25.0% | +16.0% |
| 3M | -5.9% | -9.0% | +3.2% | -4.1% |
| 6M | +21.6% | +49.2% | -27.6% | -13.8% |
| YTD | -20.6% | +60.6% | -81.2% | -47.4% |
| 1Y | -10.6% | +48.7% | -59.2% | -37.1% |
| 3Y | -24.9% | +135.6% | -160.5% | -68.5% |
| 5Y | -76.8% | +107.8% | -184.6% | -89.0% |
| All | -76.8% | +108.2% | -185.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling