-54.5%
APTV vs FDS
-30.4%
-24.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -4.2% |
| 7D | +2.0% | -5.4% | +7.3% | +2.5% |
| 30D | -7.7% | +1.6% | -9.3% | -7.9% |
| 3M | -34.0% | +17.7% | -51.7% | -35.1% |
| 6M | -37.1% | +29.1% | -66.2% | -39.4% |
| YTD | -39.9% | +1.0% | -40.9% | -39.1% |
| 1Y | -44.4% | -21.6% | -22.8% | -38.8% |
| 3Y | -54.5% | -30.1% | -24.4% | -49.1% |
| All | -54.5% | -30.4% | -24.1% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling