-15.9%
APTV vs FWONK
+276.3%
-292.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | -7.9% | -6.8% | -1.1% | -5.2% |
| 3M | -29.9% | +7.7% | -37.6% | -32.5% |
| 6M | -36.6% | +11.0% | -47.5% | -39.9% |
| YTD | -40.0% | -3.1% | -36.8% | -39.9% |
| 1Y | -44.0% | -3.5% | -40.5% | -44.1% |
| 3Y | -54.5% | +44.6% | -99.1% | -63.1% |
| 5Y | -68.8% | +98.3% | -167.1% | -78.2% |
| 10Y | -16.9% | +339.3% | -356.3% | -58.7% |
| All | -15.9% | +276.3% | -292.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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