-70.1%
APTV vs IBN
+54.0%
-124.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -1.7% |
| 7D | -1.2% | -5.1% | +3.9% | +1.9% |
| 30D | -10.6% | -3.5% | -7.1% | -8.8% |
| 3M | -35.0% | +11.3% | -46.3% | -39.3% |
| 6M | -38.9% | +4.4% | -43.3% | -40.8% |
| YTD | -41.5% | -1.8% | -39.7% | -41.3% |
| 1Y | -45.8% | -8.0% | -37.8% | -43.8% |
| 3Y | -55.7% | +27.1% | -82.8% | -64.1% |
| 5Y | -70.1% | +54.5% | -124.6% | -79.7% |
| All | -70.1% | +54.0% | -124.1% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling