-78.0%
PATH vs AFL
+151.8%
-229.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.2% |
| 7D | -16.3% | +0.6% | -16.9% | -16.4% |
| 30D | +9.9% | -6.2% | +16.1% | +12.6% |
| 3M | +30.2% | +2.2% | +28.0% | +28.6% |
| 6M | +37.2% | +5.3% | +31.9% | +33.5% |
| YTD | -7.3% | +8.0% | -15.3% | -11.1% |
| 1Y | +40.0% | +10.2% | +29.8% | +32.3% |
| 3Y | -4.4% | +67.1% | -71.5% | -29.5% |
| 5Y | -76.0% | +135.6% | -211.6% | -85.3% |
| All | -78.0% | +151.8% | -229.8% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling