+193.5%
APTV vs FHN
+428.1%
-234.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +4.8% | +1.2% | +3.6% | +4.2% |
| 30D | +2.0% | -4.7% | +6.7% | +4.3% |
| 3M | -34.2% | +3.5% | -37.8% | -35.5% |
| 6M | -34.7% | +7.8% | -42.5% | -37.2% |
| YTD | -37.0% | +5.9% | -42.9% | -38.9% |
| 1Y | -40.4% | +12.5% | -52.9% | -44.3% |
| 3Y | -54.1% | +117.2% | -171.3% | -69.7% |
| 5Y | -68.0% | +86.5% | -154.6% | -79.8% |
| 10Y | -15.5% | +125.7% | -141.3% | -57.3% |
| All | +193.5% | +428.1% | -234.7% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling