-47.8%
APTV vs FHN
+131.2%
-179.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -8.9% | -0.9% | -8.0% | -8.5% |
| 30D | -9.5% | +2.0% | -11.5% | -10.3% |
| 3M | -20.6% | -6.8% | -13.7% | -17.8% |
| 6M | -28.9% | -0.8% | -28.1% | -28.9% |
| YTD | -48.2% | +0.6% | -48.8% | -48.6% |
| 1Y | -51.7% | +11.5% | -63.2% | -54.4% |
| All | -47.8% | +131.2% | -179.0% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling