+141.4%
APTV vs FN
+2,203.7%
-2,062.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.7% | -15.1% | -6.1% |
| 7D | -10.2% | 0.0% | -10.2% | -11.2% |
| 30D | -10.8% | -34.3% | +23.5% | -3.1% |
| 3M | -14.8% | -39.9% | +25.0% | -6.5% |
| 6M | -30.6% | -51.8% | +21.3% | -21.4% |
| YTD | -48.2% | -28.1% | -20.0% | -48.7% |
| 1Y | -52.0% | -29.1% | -22.9% | -52.6% |
| 3Y | -47.0% | +102.4% | -149.5% | -64.2% |
| 5Y | -77.5% | +171.7% | -249.1% | -86.5% |
| 10Y | -27.0% | +773.5% | -800.5% | -67.6% |
| All | +141.4% | +2,203.7% | -2,062.3% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling