-40.4%
APTV vs FN
+17.1%
-57.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.8% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | +2.0% | -22.0% | +24.0% | +4.0% |
| 3M | -34.2% | -43.0% | +8.8% | -29.5% |
| 6M | -34.7% | -27.7% | -6.9% | -32.2% |
| YTD | -37.0% | -10.5% | -26.5% | -36.9% |
| 1Y | -40.4% | +12.5% | -52.9% | -42.8% |
| All | -40.4% | +17.1% | -57.5% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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