-47.0%
APTV vs FGI
+1.5%
-48.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | -10.2% | -7.0% | -3.3% | -10.2% |
| 30D | -10.8% | -4.2% | -6.6% | -10.8% |
| 3M | -14.8% | +55.6% | -70.4% | -15.6% |
| 6M | -30.6% | -3.2% | -27.4% | -31.0% |
| YTD | -48.2% | +29.1% | -77.3% | -48.7% |
| 1Y | -52.0% | +51.0% | -102.9% | -52.6% |
| 3Y | -47.0% | +1.5% | -48.5% | -48.0% |
| All | -47.0% | +1.5% | -48.5% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling