-75.2%
PATH vs AFL
+149.6%
-224.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +2.1% | +2.9% | -0.8% | +0.9% |
| 30D | +1.6% | +8.0% | -6.3% | -1.8% |
| 3M | -20.4% | +5.9% | -26.4% | -22.5% |
| 6M | +40.1% | +11.6% | +28.5% | +32.8% |
| YTD | -19.0% | +17.5% | -36.6% | -25.5% |
| 1Y | -5.8% | +13.3% | -19.1% | -11.8% |
| 3Y | -22.9% | +67.0% | -90.0% | -44.4% |
| All | -75.2% | +149.6% | -224.9% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling