+137.2%
APTV vs FLR
+3.6%
+133.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -1.7% | +5.4% | -7.1% | -3.6% |
| 30D | -11.6% | +2.8% | -14.4% | -12.8% |
| 3M | -21.2% | -6.4% | -14.8% | -20.0% |
| 6M | -28.5% | +8.8% | -37.3% | -31.8% |
| YTD | -49.1% | +23.6% | -72.7% | -54.4% |
| 1Y | -52.2% | +13.8% | -66.0% | -56.0% |
| 3Y | -48.6% | +36.5% | -85.1% | -58.5% |
| 5Y | -77.3% | +119.3% | -196.6% | -85.1% |
| 10Y | -26.9% | +8.0% | -34.8% | -54.7% |
| All | +137.2% | +3.6% | +133.5% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling