-80.3%
FIG vs APTV
-33.0%
-47.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.6% | -1.1% | -5.7% |
| 7D | -16.4% | +2.0% | -18.3% | -16.3% |
| 30D | -2.3% | -7.7% | +5.4% | -2.2% |
| 3M | +7.8% | -34.0% | +41.8% | +11.3% |
| 6M | -21.8% | -37.1% | +15.2% | -17.1% |
| YTD | -39.1% | -39.9% | +0.8% | -35.3% |
| 1Y | -56.6% | -44.4% | -12.2% | -53.4% |
| All | -80.3% | -33.0% | -47.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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