-9.4%
APTV vs SFM
+48.8%
-58.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -1.7% | +6.0% | -7.8% | -2.4% |
| 30D | -11.6% | -19.5% | +7.9% | -9.8% |
| 3M | -21.2% | -37.0% | +15.8% | -17.3% |
| 6M | -28.5% | -41.0% | +12.5% | -24.6% |
| YTD | -49.1% | -34.6% | -14.4% | -47.2% |
| 1Y | -52.2% | -36.3% | -15.9% | -50.3% |
| 3Y | -48.6% | +24.5% | -73.2% | -52.4% |
| 5Y | -77.3% | +115.9% | -193.2% | -80.8% |
| 10Y | -26.9% | +139.5% | -166.4% | -41.8% |
| All | -9.4% | +48.8% | -58.2% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling