-76.7%
APTV vs FHN
+61.0%
-137.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -8.9% | -0.9% | -8.0% | -8.6% |
| 30D | -9.5% | +2.0% | -11.5% | -10.0% |
| 3M | -20.6% | -6.8% | -13.7% | -18.8% |
| 6M | -28.9% | -0.8% | -28.1% | -28.8% |
| YTD | -48.2% | +0.6% | -48.8% | -48.4% |
| 1Y | -51.7% | +11.5% | -63.2% | -53.4% |
| 3Y | -48.1% | +130.0% | -178.1% | -58.6% |
| 5Y | -76.7% | +60.8% | -137.5% | -80.7% |
| All | -76.7% | +61.0% | -137.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling