-69.3%
APTV vs AFL
+133.8%
-203.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.1% |
| 30D | -6.1% | -4.0% | -2.0% | -3.9% |
| 3M | -33.0% | -0.5% | -32.5% | -33.1% |
| 6M | -35.2% | +6.5% | -41.8% | -38.4% |
| YTD | -40.1% | +6.2% | -46.3% | -43.2% |
| 1Y | -45.6% | +8.3% | -53.9% | -49.2% |
| 3Y | -54.4% | +62.5% | -116.9% | -69.2% |
| All | -69.3% | +133.8% | -203.1% | -85.6% |
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