-81.1%
PATH vs AFL
+171.2%
-252.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | -5.6% | +2.2% | -7.8% | -6.4% |
| 30D | -0.7% | +11.1% | -11.8% | -5.0% |
| 3M | -5.9% | +1.0% | -6.9% | -6.5% |
| 6M | +21.6% | +11.4% | +10.2% | +15.7% |
| YTD | -20.6% | +16.3% | -36.9% | -26.2% |
| 1Y | -10.6% | +15.9% | -26.4% | -16.9% |
| 3Y | -24.9% | +63.6% | -88.5% | -43.2% |
| 5Y | -76.8% | +149.1% | -225.9% | -86.1% |
| All | -81.1% | +171.2% | -252.4% | -87.5% |
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 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