-80.4%
PATH vs NTAP
+182.7%
-263.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.8% |
| 7D | -4.8% | -16.1% | +11.3% | +4.3% |
| 30D | +2.7% | -15.9% | +18.6% | +11.8% |
| 3M | -4.2% | -1.2% | -2.9% | -6.3% |
| 6M | +24.7% | +70.1% | -45.3% | -16.6% |
| YTD | -17.6% | +77.9% | -95.5% | -47.3% |
| 1Y | -5.3% | +68.1% | -73.5% | -36.9% |
| 3Y | -22.0% | +161.0% | -183.0% | -66.8% |
| 5Y | -76.5% | +131.1% | -207.6% | -89.3% |
| All | -80.4% | +182.7% | -263.1% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling