-40.4%
APTV vs SFM
-41.4%
+1.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.8% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +2.0% | -4.4% | +6.4% | +2.3% |
| 3M | -34.2% | +1.5% | -35.8% | -34.4% |
| 6M | -34.7% | +6.5% | -41.1% | -35.7% |
| YTD | -37.0% | +2.2% | -39.2% | -37.6% |
| 1Y | -40.4% | -41.9% | +1.5% | -31.5% |
| All | -40.4% | -41.4% | +1.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling