-68.7%
APTV vs AFRM
-20.7%
-48.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.6% |
| 7D | +2.0% | +3.1% | -1.1% | +1.4% |
| 30D | -7.7% | -4.2% | -3.5% | -7.2% |
| 3M | -34.0% | +10.1% | -44.1% | -35.4% |
| 6M | -37.1% | +39.4% | -76.5% | -41.0% |
| YTD | -39.9% | -3.2% | -36.7% | -40.6% |
| 1Y | -44.4% | -16.1% | -28.4% | -44.2% |
| 3Y | -54.5% | +220.8% | -275.3% | -65.9% |
| 5Y | -69.1% | -17.7% | -51.4% | -77.5% |
| All | -68.7% | -20.7% | -48.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling