-25.1%
APTV vs FN
+837.6%
-862.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.9% | -10.7% | -1.7% |
| 7D | -9.8% | +16.3% | -26.0% | -14.2% |
| 30D | -8.9% | -24.7% | +15.9% | -3.8% |
| 3M | -19.5% | -34.9% | +15.5% | -12.8% |
| 6M | -31.1% | -41.1% | +10.0% | -25.3% |
| YTD | -47.5% | -19.6% | -27.9% | -49.9% |
| 1Y | -52.3% | -18.5% | -33.8% | -55.0% |
| 3Y | -45.2% | +119.1% | -164.3% | -66.6% |
| 5Y | -76.9% | +206.9% | -283.8% | -88.2% |
| 10Y | -25.1% | +826.4% | -851.5% | -72.0% |
| All | -25.1% | +837.6% | -862.7% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling