-67.2%
APTV vs AFRM
-20.4%
-46.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.5% |
| 7D | +4.8% | -7.0% | +11.8% | +5.9% |
| 30D | +2.0% | -7.8% | +9.8% | +3.1% |
| 3M | -34.2% | +5.3% | -39.6% | -35.2% |
| 6M | -34.7% | +42.6% | -77.3% | -39.0% |
| YTD | -37.0% | -2.8% | -34.2% | -37.7% |
| 1Y | -40.4% | -19.3% | -21.1% | -39.8% |
| 3Y | -54.1% | +231.0% | -285.1% | -65.8% |
| 5Y | -68.0% | -22.2% | -45.8% | -76.7% |
| All | -67.2% | -20.4% | -46.8% | -76.0% |
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