-81.4%
PATH vs AFL
+172.1%
-253.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -2.3% | +2.1% | -4.4% | -3.1% |
| 30D | -4.8% | +10.6% | -15.4% | -8.8% |
| 3M | -17.7% | +4.4% | -22.1% | -19.2% |
| 6M | +18.9% | +13.1% | +5.8% | +12.4% |
| YTD | -21.7% | +16.6% | -38.4% | -27.3% |
| 1Y | -9.6% | +13.8% | -23.5% | -15.2% |
| 3Y | -25.8% | +65.7% | -91.5% | -44.4% |
| 5Y | -77.1% | +153.1% | -230.2% | -86.3% |
| All | -81.4% | +172.1% | -253.5% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling