-28.3%
APTV vs FHN
+81.8%
-110.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.7% | +2.1% | -3.9% | -2.8% |
| 30D | -11.6% | +3.8% | -15.4% | -13.1% |
| 3M | -21.2% | -8.9% | -12.2% | -17.6% |
| 6M | -28.5% | +1.8% | -30.3% | -29.4% |
| YTD | -49.1% | +0.6% | -49.7% | -49.4% |
| 1Y | -52.2% | +12.9% | -65.1% | -55.2% |
| 3Y | -48.6% | +126.4% | -175.0% | -66.6% |
| 5Y | -77.3% | +62.3% | -139.6% | -84.6% |
| All | -28.3% | +81.8% | -110.2% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling