-55.4%
APTV vs IBN
+25.8%
-81.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.0% |
| 7D | -1.2% | -5.1% | +3.9% | +0.8% |
| 30D | -10.6% | -3.5% | -7.1% | -9.5% |
| 3M | -35.0% | +11.3% | -46.3% | -37.7% |
| 6M | -38.9% | +4.4% | -43.3% | -40.2% |
| YTD | -41.5% | -1.8% | -39.7% | -41.6% |
| 1Y | -45.8% | -8.0% | -37.8% | -45.0% |
| All | -55.4% | +25.8% | -81.2% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling