-70.1%
APTV vs FHN
+90.1%
-160.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | -10.6% | -2.6% | -8.1% | -9.9% |
| 3M | -35.0% | 0.0% | -35.0% | -35.1% |
| 6M | -38.9% | +9.2% | -48.1% | -40.7% |
| YTD | -41.5% | +4.3% | -45.9% | -42.4% |
| 1Y | -45.8% | +10.8% | -56.6% | -47.8% |
| 3Y | -55.7% | +130.7% | -186.4% | -65.2% |
| 5Y | -70.1% | +87.4% | -157.5% | -77.8% |
| All | -70.1% | +90.1% | -160.2% | -77.8% |
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