-52.2%
APTV vs VFC
+37.3%
-89.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.3% |
| 7D | -1.7% | +1.6% | -3.4% | -2.4% |
| 30D | -11.6% | +25.5% | -37.1% | -18.8% |
| 3M | -21.2% | +41.3% | -62.5% | -31.0% |
| 6M | -28.5% | +22.2% | -50.7% | -35.1% |
| YTD | -49.1% | +16.4% | -65.5% | -53.3% |
| 1Y | -52.2% | +38.4% | -90.6% | -59.3% |
| All | -52.2% | +37.3% | -89.5% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling