+30.2%
PATH vs AFL
+1.9%
+28.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.7% |
| 7D | -16.3% | +0.6% | -16.9% | -16.0% |
| 30D | +9.9% | -6.2% | +16.1% | +9.1% |
| 3M | +30.2% | +2.2% | +28.0% | +28.3% |
| All | +30.2% | +1.9% | +28.3% | +28.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling