-69.6%
APTV vs FTI
+1,145.2%
-1,214.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | -1.2% | -2.3% | +1.2% | -0.6% |
| 30D | -10.6% | +5.0% | -15.7% | -11.7% |
| 3M | -35.0% | +13.8% | -48.8% | -37.4% |
| 6M | -38.9% | +22.9% | -61.8% | -42.8% |
| YTD | -41.5% | +75.0% | -116.5% | -50.2% |
| 1Y | -45.8% | +96.9% | -142.7% | -55.5% |
| 3Y | -55.7% | +276.7% | -332.4% | -70.6% |
| All | -69.6% | +1,145.2% | -1,214.8% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling