-29.9%
APTV vs FND
+58.4%
-88.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -2.7% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -7.7% | -23.6% | +15.9% | +3.2% |
| 3M | -34.0% | +4.3% | -38.3% | -36.7% |
| 6M | -37.1% | -20.3% | -16.8% | -32.5% |
| YTD | -39.9% | -21.3% | -18.6% | -35.5% |
| 1Y | -44.4% | -45.4% | +0.9% | -30.6% |
| 3Y | -54.5% | -48.9% | -5.6% | -44.6% |
| 5Y | -69.1% | -61.0% | -8.1% | -60.1% |
| All | -29.9% | +58.4% | -88.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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