-40.4%
APTV vs FGI
+81.8%
-122.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.5% | +3.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | +2.0% | +65.4% | -63.4% | +1.6% |
| 3M | -34.2% | +23.5% | -57.7% | -34.5% |
| 6M | -34.7% | +60.5% | -95.2% | -34.7% |
| YTD | -37.0% | +30.0% | -67.0% | -36.9% |
| 1Y | -40.4% | +82.1% | -122.5% | -40.3% |
| All | -40.4% | +81.8% | -122.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling