-55.4%
APTV vs VFC
-27.2%
-28.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.1% |
| 7D | -1.2% | -2.3% | +1.2% | -0.5% |
| 30D | -10.6% | -13.4% | +2.7% | -7.2% |
| 3M | -35.0% | -23.7% | -11.3% | -30.6% |
| 6M | -38.9% | -24.5% | -14.4% | -34.8% |
| YTD | -41.5% | -27.8% | -13.7% | -36.9% |
| 1Y | -45.8% | -13.5% | -32.4% | -44.5% |
| All | -55.4% | -27.2% | -28.2% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling