+193.5%
APTV vs VFC
-37.3%
+230.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.1% |
| 7D | +4.8% | -1.6% | +6.4% | +5.5% |
| 30D | +2.0% | -11.6% | +13.6% | +7.3% |
| 3M | -34.2% | -18.1% | -16.1% | -29.5% |
| 6M | -34.7% | -27.4% | -7.3% | -26.9% |
| YTD | -37.0% | -24.8% | -12.2% | -30.6% |
| 1Y | -40.4% | -8.2% | -32.2% | -40.5% |
| 3Y | -54.1% | -29.1% | -25.0% | -57.2% |
| 5Y | -68.0% | -79.2% | +11.1% | -42.6% |
| 10Y | -15.5% | -68.1% | +52.6% | +15.9% |
| All | +193.5% | -37.3% | +230.8% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling