-75.7%
PATH vs NTAP
+128.6%
-204.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | -0.8% | -15.5% | -15.9% |
| 30D | +9.9% | -0.5% | +10.5% | +9.6% |
| 3M | +30.2% | +4.1% | +26.1% | +25.5% |
| 6M | +37.2% | +88.0% | -50.7% | -13.8% |
| YTD | -7.3% | +75.6% | -82.9% | -39.5% |
| 1Y | +40.0% | +58.9% | -18.9% | -1.4% |
| 3Y | -4.4% | +153.6% | -158.0% | -59.1% |
| All | -75.7% | +128.6% | -204.3% | -88.8% |
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