+193.5%
APTV vs FTI
+137.7%
+55.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +4.8% | +5.3% | -0.5% | +2.9% |
| 30D | +2.0% | +15.3% | -13.3% | -3.0% |
| 3M | -34.2% | +15.8% | -50.0% | -37.9% |
| 6M | -34.7% | +22.6% | -57.2% | -40.1% |
| YTD | -37.0% | +79.5% | -116.5% | -49.6% |
| 1Y | -40.4% | +102.0% | -142.4% | -54.6% |
| 3Y | -54.1% | +315.8% | -369.9% | -74.3% |
| 5Y | -68.0% | +1,129.5% | -1,197.5% | -89.0% |
| 10Y | -15.5% | +320.9% | -336.5% | -66.0% |
| All | +193.5% | +137.7% | +55.8% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling