-51.5%
APTV vs FN
-24.0%
-27.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.6% |
| 7D | -4.3% | -4.1% | -0.2% | -4.1% |
| 30D | -9.7% | -28.3% | +18.7% | -7.4% |
| 3M | -20.6% | -33.9% | +13.3% | -18.3% |
| 6M | -31.7% | -43.9% | +12.2% | -27.6% |
| YTD | -48.0% | -23.4% | -24.5% | -47.1% |
| All | -51.5% | -24.0% | -27.5% | -51.2% |
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