-18.4%
APTV vs SFM
+271.4%
-289.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -5.0% | -10.6% | +5.6% | -3.9% |
| 30D | -6.1% | -15.5% | +9.4% | -4.4% |
| 3M | -33.0% | -17.4% | -15.6% | -31.7% |
| 6M | -35.2% | -3.4% | -31.8% | -35.4% |
| YTD | -40.1% | -8.7% | -31.5% | -40.0% |
| 1Y | -45.6% | -47.2% | +1.6% | -42.5% |
| 3Y | -54.4% | +82.7% | -137.1% | -58.9% |
| 5Y | -68.9% | +214.3% | -283.2% | -74.0% |
| All | -18.4% | +271.4% | -289.8% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling