-28.3%
APTV vs FN
+700.1%
-728.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.2% | +1.6% |
| 7D | -1.7% | +0.3% | -2.0% | -2.2% |
| 30D | -11.6% | -16.5% | +4.9% | -9.2% |
| 3M | -21.2% | -42.1% | +20.9% | -12.1% |
| 6M | -28.5% | -52.9% | +24.4% | -17.6% |
| YTD | -49.1% | -28.0% | -21.1% | -50.1% |
| 1Y | -52.2% | -18.5% | -33.7% | -55.3% |
| 3Y | -48.6% | +93.9% | -142.5% | -67.8% |
| 5Y | -77.3% | +170.5% | -247.8% | -88.1% |
| All | -28.3% | +700.1% | -728.5% | -73.0% |
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