-70.1%
APTV vs SFM
+217.9%
-288.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.3% | -2.2% |
| 7D | -1.2% | -7.2% | +6.0% | -0.3% |
| 30D | -10.6% | -14.3% | +3.7% | -9.3% |
| 3M | -35.0% | -13.7% | -21.3% | -34.1% |
| 6M | -38.9% | -6.0% | -32.9% | -38.9% |
| YTD | -41.5% | -8.2% | -33.3% | -41.4% |
| 1Y | -45.8% | -46.2% | +0.4% | -42.8% |
| 3Y | -55.7% | +83.6% | -139.3% | -61.0% |
| 5Y | -70.1% | +212.7% | -282.8% | -75.2% |
| All | -70.1% | +217.9% | -288.0% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling