-55.4%
APTV vs FLR
+56.0%
-111.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.8% |
| 7D | -1.2% | -3.1% | +2.0% | -0.3% |
| 30D | -10.6% | +4.9% | -15.6% | -11.9% |
| 3M | -35.0% | +10.8% | -45.8% | -37.4% |
| 6M | -38.9% | +19.7% | -58.6% | -42.9% |
| YTD | -41.5% | +38.4% | -79.9% | -47.9% |
| 1Y | -45.8% | +34.7% | -80.5% | -51.6% |
| All | -55.4% | +56.0% | -111.4% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling