+137.2%
APTV vs IBN
+611.7%
-474.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.5% |
| 30D | -11.6% | +22.1% | -33.7% | -18.4% |
| 3M | -21.2% | +17.1% | -38.3% | -26.1% |
| 6M | -28.5% | +35.5% | -64.1% | -36.9% |
| YTD | -49.1% | +16.8% | -65.9% | -52.4% |
| 1Y | -52.2% | +12.4% | -64.6% | -54.6% |
| 3Y | -48.6% | +58.0% | -106.7% | -57.9% |
| 5Y | -77.3% | +73.7% | -151.0% | -81.9% |
| 10Y | -26.9% | +385.6% | -412.4% | -59.7% |
| All | +137.2% | +611.7% | -474.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling