-46.5%
APTV vs FHN
+14.6%
-61.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +3.7% |
| 7D | -1.9% | +2.3% | -4.1% | -3.0% |
| 30D | -1.4% | +1.6% | -3.1% | -2.3% |
| 3M | -9.3% | -8.4% | -1.0% | -5.1% |
| 6M | -27.3% | -2.3% | -25.0% | -27.2% |
| YTD | -43.1% | +1.5% | -44.6% | -44.9% |
| 1Y | -46.5% | +15.0% | -61.5% | -51.7% |
| All | -46.5% | +14.6% | -61.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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