-20.3%
APTV vs FDS
+77.2%
-97.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.1% |
| 7D | -1.2% | -8.8% | +7.6% | +3.0% |
| 30D | -10.6% | -1.4% | -9.3% | -10.4% |
| 3M | -35.0% | +13.9% | -48.9% | -40.1% |
| 6M | -38.9% | +27.4% | -66.3% | -48.2% |
| YTD | -41.5% | -2.5% | -39.0% | -43.4% |
| 1Y | -45.8% | -23.8% | -22.0% | -40.3% |
| 3Y | -55.7% | -32.5% | -23.2% | -48.7% |
| 5Y | -70.1% | -23.2% | -46.9% | -68.9% |
| All | -20.3% | +77.2% | -97.4% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling