-53.1%
APTV vs IRE
-97.7%
+44.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.5% | +12.0% | -1.0% |
| 7D | -5.0% | +11.1% | -16.1% | -5.7% |
| 30D | -12.3% | -75.2% | +62.8% | -8.3% |
| 3M | -19.9% | -86.4% | +66.4% | -14.6% |
| 6M | -29.4% | -94.8% | +65.5% | -22.6% |
| YTD | -49.0% | -93.3% | +44.3% | -46.7% |
| 1Y | -53.1% | -97.5% | +44.4% | -50.4% |
| All | -53.1% | -97.7% | +44.6% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling