-54.2%
APTV vs AFL
+62.4%
-116.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -1.8% | -3.3% | +1.5% | -0.8% |
| 30D | -7.9% | -5.0% | -2.9% | -6.5% |
| 3M | -29.9% | -1.8% | -28.2% | -29.7% |
| 6M | -36.6% | +4.8% | -41.4% | -38.1% |
| YTD | -40.0% | +5.4% | -45.4% | -41.7% |
| 1Y | -44.0% | +9.0% | -53.0% | -46.4% |
| All | -54.2% | +62.4% | -116.6% | -61.9% |
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 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