-25.6%
APTV vs FN
+850.1%
-875.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -1.9% |
| 7D | -8.9% | +8.0% | -16.9% | -11.2% |
| 30D | -9.5% | -19.1% | +9.6% | -6.2% |
| 3M | -20.6% | -29.8% | +9.3% | -15.7% |
| 6M | -28.9% | -43.2% | +14.3% | -22.0% |
| YTD | -48.2% | -18.9% | -29.3% | -50.7% |
| 1Y | -51.7% | -17.9% | -33.8% | -54.6% |
| 3Y | -48.1% | +120.1% | -168.2% | -68.5% |
| 5Y | -76.7% | +206.7% | -283.4% | -88.2% |
| 10Y | -25.6% | +804.7% | -830.3% | -72.7% |
| All | -25.6% | +850.1% | -875.7% | -72.7% |
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