-54.0%
APTV vs IRE
-97.5%
+43.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.1% | -12.5% | -0.9% |
| 7D | -8.9% | -15.1% | +6.2% | -8.8% |
| 30D | -9.5% | -71.4% | +61.9% | -5.7% |
| 3M | -20.6% | -81.2% | +60.6% | -16.4% |
| 6M | -28.9% | -93.7% | +64.9% | -22.5% |
| YTD | -48.2% | -92.2% | +44.0% | -46.3% |
| 1Y | -51.7% | -97.3% | +45.6% | -47.9% |
| All | -54.0% | -97.5% | +43.5% | -50.8% |
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