-51.7%
APTV vs FN
-20.4%
-31.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.9% | -10.7% | +0.5% |
| 7D | -9.8% | +16.3% | -26.0% | -10.8% |
| 30D | -8.9% | -24.7% | +15.9% | -6.9% |
| 3M | -19.5% | -34.9% | +15.5% | -17.0% |
| 6M | -31.1% | -41.1% | +10.0% | -27.2% |
| YTD | -47.5% | -19.6% | -27.9% | -46.9% |
| All | -51.7% | -20.4% | -31.2% | -51.1% |
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