-40.4%
APTV vs FLR
+31.2%
-71.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +4.8% | +5.4% | -0.6% | +3.5% |
| 30D | +2.0% | +11.4% | -9.4% | -0.9% |
| 3M | -34.2% | +11.4% | -45.6% | -36.5% |
| 6M | -34.7% | +16.6% | -51.3% | -38.3% |
| YTD | -37.0% | +41.7% | -78.7% | -43.8% |
| 1Y | -40.4% | +35.4% | -75.8% | -45.4% |
| All | -40.4% | +31.2% | -71.6% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling