+193.5%
APTV vs FN
+2,769.0%
-2,575.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.3% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +2.0% | -22.0% | +24.0% | +7.3% |
| 3M | -34.2% | -43.0% | +8.8% | -26.6% |
| 6M | -34.7% | -27.7% | -6.9% | -32.7% |
| YTD | -37.0% | -10.5% | -26.5% | -39.5% |
| 1Y | -40.4% | +12.5% | -52.9% | -46.9% |
| 3Y | -54.1% | +153.8% | -207.9% | -70.1% |
| 5Y | -68.0% | +288.0% | -356.0% | -82.2% |
| 10Y | -15.5% | +906.4% | -921.9% | -63.2% |
| All | +193.5% | +2,769.0% | -2,575.5% | -2.0% |
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 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