+193.5%
APTV vs FDS
+278.6%
-85.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +4.7% |
| 7D | +4.8% | -1.9% | +6.7% | +5.6% |
| 30D | +2.0% | +9.0% | -7.0% | -2.4% |
| 3M | -34.2% | +18.9% | -53.1% | -40.8% |
| 6M | -34.7% | +35.1% | -69.8% | -46.2% |
| YTD | -37.0% | +5.5% | -42.5% | -41.6% |
| 1Y | -40.4% | -16.8% | -23.6% | -37.8% |
| 3Y | -54.1% | -28.1% | -26.0% | -49.0% |
| 5Y | -68.0% | -17.4% | -50.6% | -67.8% |
| 10Y | -15.5% | +85.4% | -101.0% | -46.5% |
| All | +193.5% | +278.6% | -85.1% | +36.1% |
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 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