-19.9%
APTV vs FTV
+127.3%
-147.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.0% | +3.7% | -8.7% | -7.8% |
| 30D | -12.3% | +16.8% | -29.2% | -22.9% |
| 3M | -19.9% | +10.4% | -30.3% | -26.5% |
| 6M | -29.4% | +12.8% | -42.2% | -37.0% |
| YTD | -49.0% | +23.3% | -72.3% | -58.6% |
| 1Y | -53.1% | +31.0% | -84.1% | -63.9% |
| 3Y | -48.9% | +38.6% | -87.5% | -63.5% |
| 5Y | -77.2% | +17.6% | -94.8% | -81.3% |
| 10Y | -26.8% | +110.0% | -136.8% | -56.9% |
| All | -19.9% | +127.3% | -147.3% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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