+150.0%
APTV vs FN
+1,963.2%
-1,813.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -14.2% | +8.7% | -2.2% |
| 7D | -8.1% | -16.0% | +7.9% | -5.1% |
| 30D | -8.7% | -40.1% | +31.5% | +1.7% |
| 3M | -13.1% | -43.9% | +30.8% | -2.9% |
| 6M | -25.5% | -55.6% | +30.1% | -13.9% |
| YTD | -46.3% | -35.7% | -10.7% | -45.3% |
| 1Y | -51.1% | -39.8% | -11.3% | -49.7% |
| 3Y | -47.3% | +80.3% | -127.6% | -63.3% |
| 5Y | -76.7% | +143.3% | -220.0% | -85.6% |
| 10Y | -24.4% | +682.3% | -706.6% | -65.4% |
| All | +150.0% | +1,963.2% | -1,813.2% | -11.4% |
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