-18.4%
APTV vs FLR
+19.7%
-38.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -5.0% | -3.5% | -1.5% | -4.0% |
| 30D | -6.1% | +4.2% | -10.2% | -7.5% |
| 3M | -33.0% | +8.1% | -41.1% | -35.5% |
| 6M | -35.2% | +21.5% | -56.8% | -40.6% |
| YTD | -40.1% | +36.8% | -76.9% | -47.5% |
| 1Y | -45.6% | +31.2% | -76.8% | -52.0% |
| 3Y | -54.4% | +53.9% | -108.2% | -64.0% |
| 5Y | -68.9% | +243.0% | -311.9% | -82.1% |
| All | -18.4% | +19.7% | -38.2% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling