-73.0%
APTV vs AFRM
-25.1%
-47.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.1% |
| 7D | -10.2% | -7.3% | -2.9% | -9.1% |
| 30D | -10.8% | -9.6% | -1.2% | -9.5% |
| 3M | -14.8% | -11.1% | -3.8% | -13.6% |
| 6M | -30.6% | +3.9% | -34.4% | -31.7% |
| YTD | -48.2% | -8.5% | -39.7% | -48.4% |
| 1Y | -52.0% | +3.3% | -55.2% | -53.2% |
| 3Y | -47.0% | +213.7% | -260.8% | -59.8% |
| 5Y | -77.5% | -58.5% | -18.9% | -83.2% |
| All | -73.0% | -25.1% | -47.9% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling