-71.0%
APTV vs FGI
-68.3%
-2.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.5% |
| 7D | -8.9% | +6.9% | -15.8% | -9.0% |
| 30D | -9.5% | +3.9% | -13.4% | -9.6% |
| 3M | -20.6% | +74.3% | -94.9% | -22.2% |
| 6M | -28.9% | +28.9% | -57.8% | -30.1% |
| YTD | -48.2% | +39.1% | -87.3% | -49.6% |
| 1Y | -51.7% | +49.3% | -101.0% | -53.4% |
| 3Y | -48.1% | +5.7% | -53.8% | -51.0% |
| All | -71.0% | -68.3% | -2.7% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling