-77.0%
PATH vs AFL
+143.8%
-220.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | -5.3% | +0.1% | -5.5% | -5.4% |
| 30D | -0.5% | +10.0% | -10.6% | -4.7% |
| 3M | -7.1% | -1.6% | -5.6% | -6.7% |
| 6M | +23.8% | +10.5% | +13.3% | +17.7% |
| YTD | -20.7% | +14.3% | -34.9% | -26.1% |
| 1Y | -8.1% | +11.4% | -19.5% | -13.3% |
| 3Y | -21.8% | +62.4% | -84.3% | -42.8% |
| All | -77.0% | +143.8% | -220.7% | -87.2% |
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