+172.4%
APTV vs AFL
+655.8%
-483.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -1.2% | -2.1% | +1.0% | +0.4% |
| 30D | -10.6% | -5.4% | -5.2% | -7.2% |
| 3M | -35.0% | -0.3% | -34.8% | -35.3% |
| 6M | -38.9% | +5.2% | -44.1% | -41.8% |
| YTD | -41.5% | +5.7% | -47.2% | -44.7% |
| 1Y | -45.8% | +10.2% | -56.0% | -50.5% |
| 3Y | -55.7% | +63.4% | -119.1% | -70.8% |
| 5Y | -70.1% | +133.0% | -203.1% | -85.1% |
| 10Y | -19.1% | +299.5% | -318.6% | -73.0% |
| All | +172.4% | +655.8% | -483.4% | -37.3% |
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