-44.0%
APTV vs IBN
-8.6%
-35.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.9% |
| 7D | -1.8% | -5.5% | +3.7% | +0.3% |
| 30D | -7.9% | -3.4% | -4.5% | -6.7% |
| 3M | -29.9% | +8.7% | -38.6% | -32.6% |
| 6M | -36.6% | +3.7% | -40.3% | -38.6% |
| YTD | -40.0% | -2.4% | -37.6% | -41.2% |
| 1Y | -44.0% | -8.1% | -35.9% | -45.3% |
| All | -44.0% | -8.6% | -35.4% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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