-18.2%
APTV vs VFC
-70.4%
+52.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +3.3% |
| 7D | -1.8% | -3.3% | +1.5% | -0.5% |
| 30D | -7.9% | -14.0% | +6.1% | -2.2% |
| 3M | -29.9% | -22.6% | -7.4% | -23.3% |
| 6M | -36.6% | -24.7% | -11.9% | -30.2% |
| YTD | -40.0% | -29.0% | -11.0% | -32.6% |
| 1Y | -44.0% | -13.8% | -30.2% | -42.7% |
| 3Y | -54.5% | -28.2% | -26.3% | -57.8% |
| 5Y | -68.8% | -79.0% | +10.2% | -43.3% |
| All | -18.2% | -70.4% | +52.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling