-28.2%
APTV vs FHN
+80.9%
-109.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.0% | +1.3% | -6.2% | -5.6% |
| 30D | -12.3% | +2.8% | -15.1% | -13.4% |
| 3M | -19.9% | -8.9% | -11.0% | -16.3% |
| 6M | -29.4% | -0.7% | -28.7% | -29.4% |
| YTD | -49.0% | +0.1% | -49.1% | -49.2% |
| 1Y | -53.1% | +10.4% | -63.5% | -55.5% |
| 3Y | -48.9% | +128.8% | -177.7% | -66.9% |
| 5Y | -77.2% | +61.5% | -138.7% | -84.5% |
| All | -28.2% | +80.9% | -109.1% | -62.0% |
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