+12.1%
APTV vs SFM
+132.6%
-120.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +2.0% | -4.4% | +6.4% | +2.4% |
| 3M | -34.2% | +1.5% | -35.8% | -34.5% |
| 6M | -34.7% | +6.5% | -41.1% | -35.6% |
| YTD | -37.0% | +2.2% | -39.2% | -37.7% |
| 1Y | -40.4% | -41.9% | +1.5% | -37.2% |
| 3Y | -54.1% | +106.8% | -160.9% | -59.8% |
| 5Y | -68.0% | +231.6% | -299.6% | -74.2% |
| 10Y | -15.5% | +258.4% | -274.0% | -35.6% |
| All | +12.1% | +132.6% | -120.5% | -5.5% |
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 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