-71.5%
APTV vs FGI
-74.8%
+3.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | +0.2% |
| 7D | -1.7% | -14.4% | +12.7% | -1.6% |
| 30D | -11.6% | -11.8% | +0.2% | -11.5% |
| 3M | -21.2% | -46.2% | +25.1% | -20.6% |
| 6M | -28.5% | +5.2% | -33.7% | -29.6% |
| YTD | -49.1% | +10.5% | -59.6% | -50.3% |
| 1Y | -52.2% | +25.5% | -77.7% | -53.8% |
| 3Y | -48.6% | -16.0% | -32.6% | -51.3% |
| All | -71.5% | -74.8% | +3.3% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling