-46.6%
APTV vs IRE
-82.8%
+36.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.2% | -14.9% | -5.1% |
| 7D | +2.0% | +58.9% | -56.9% | -0.5% |
| 30D | -7.7% | +17.2% | -24.9% | -9.0% |
| 3M | -34.0% | -58.6% | +24.6% | -32.5% |
| 6M | -37.1% | -23.5% | -13.6% | -38.2% |
| YTD | -39.9% | -47.4% | +7.5% | -41.9% |
| All | -46.6% | -82.8% | +36.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling