-18.2%
APTV vs FDS
+66.9%
-85.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.8% | +8.5% | +5.3% |
| 7D | -1.8% | -16.0% | +14.2% | +6.0% |
| 30D | -7.9% | -6.7% | -1.2% | -5.5% |
| 3M | -29.9% | +6.0% | -35.9% | -33.4% |
| 6M | -36.6% | +25.1% | -61.7% | -46.1% |
| YTD | -40.0% | -8.1% | -31.8% | -40.4% |
| 1Y | -44.0% | -26.0% | -18.0% | -37.9% |
| 3Y | -54.5% | -36.4% | -18.1% | -46.0% |
| 5Y | -68.8% | -27.7% | -41.1% | -66.6% |
| All | -18.2% | +66.9% | -85.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling