-81.0%
PATH vs AFL
+173.1%
-254.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.7% | +1.4% | -4.2% | -3.3% |
| 30D | -1.4% | +9.7% | -11.0% | -5.1% |
| 3M | -16.4% | +5.5% | -21.9% | -18.3% |
| 6M | +23.3% | +11.2% | +12.1% | +17.4% |
| YTD | -19.8% | +17.1% | -36.9% | -25.6% |
| 1Y | -8.6% | +14.0% | -22.6% | -14.3% |
| 3Y | -24.0% | +66.3% | -90.3% | -43.1% |
| 5Y | -77.1% | +152.7% | -229.8% | -86.3% |
| All | -81.0% | +173.1% | -254.0% | -87.4% |
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