-28.3%
APTV vs FTI
+189.4%
-217.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.9% |
| 7D | -1.7% | +4.3% | -6.1% | -3.2% |
| 30D | -11.6% | -4.7% | -6.9% | -10.5% |
| 3M | -21.2% | -13.5% | -7.7% | -17.7% |
| 6M | -28.5% | -8.7% | -19.8% | -27.4% |
| YTD | -49.1% | +49.0% | -98.1% | -56.9% |
| 1Y | -52.2% | +54.0% | -106.2% | -60.1% |
| 3Y | -48.6% | +211.6% | -260.2% | -68.2% |
| 5Y | -77.3% | +881.9% | -959.1% | -91.6% |
| All | -28.3% | +189.4% | -217.7% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling