-66.4%
APTV vs FGI
-69.8%
+3.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.7% |
| 7D | +2.0% | +5.2% | -3.2% | +1.9% |
| 30D | -7.7% | +65.2% | -72.9% | -9.4% |
| 3M | -34.0% | +30.2% | -64.2% | -35.0% |
| 6M | -37.1% | +87.8% | -124.9% | -39.3% |
| YTD | -39.9% | +32.5% | -72.4% | -41.4% |
| 1Y | -44.4% | +93.6% | -138.0% | -47.8% |
| 3Y | -54.5% | -2.6% | -51.9% | -56.9% |
| All | -66.4% | -69.8% | +3.4% | -67.2% |
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