+137.5%
APTV vs FDS
+315.9%
-178.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -5.0% | -2.6% | -2.4% | -3.9% |
| 30D | -12.3% | +14.1% | -26.4% | -17.6% |
| 3M | -19.9% | +19.8% | -39.7% | -27.2% |
| 6M | -29.4% | +55.0% | -84.3% | -45.2% |
| YTD | -49.0% | +15.9% | -64.9% | -55.1% |
| 1Y | -53.1% | +24.2% | -77.3% | -60.5% |
| 3Y | -48.9% | -24.0% | -24.9% | -44.5% |
| 5Y | -77.2% | -23.3% | -53.9% | -75.8% |
| 10Y | -26.8% | +128.0% | -154.8% | -58.3% |
| All | +137.5% | +315.9% | -178.4% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling