-22.9%
PATH vs AFL
+67.6%
-90.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +2.1% | +2.9% | -0.8% | +1.6% |
| 30D | +1.6% | +8.0% | -6.3% | +0.3% |
| 3M | -20.4% | +5.9% | -26.4% | -21.2% |
| 6M | +40.1% | +11.6% | +28.5% | +37.3% |
| YTD | -19.0% | +17.5% | -36.6% | -21.7% |
| 1Y | -5.8% | +13.3% | -19.1% | -8.1% |
| 3Y | -22.9% | +67.0% | -90.0% | -26.6% |
| All | -22.9% | +67.6% | -90.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling