-69.3%
APTV vs FRSH
-72.4%
+3.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | -1.2% | -9.6% | +8.4% | +1.1% |
| 30D | -10.6% | -0.4% | -10.2% | -10.8% |
| 3M | -35.0% | +27.2% | -62.2% | -39.2% |
| 6M | -38.9% | +42.2% | -81.1% | -44.9% |
| YTD | -41.5% | -2.6% | -38.9% | -42.6% |
| 1Y | -45.8% | -10.2% | -35.6% | -45.9% |
| 3Y | -55.7% | -45.5% | -10.2% | -51.6% |
| All | -69.3% | -72.4% | +3.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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