-53.9%
APTV vs IRE
-97.2%
+43.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +39.6% | -43.0% | -5.0% |
| 7D | -10.2% | -27.2% | +17.0% | -9.8% |
| 30D | -10.8% | -75.1% | +64.3% | -6.4% |
| 3M | -14.8% | -77.9% | +63.0% | -10.9% |
| 6M | -30.6% | -94.6% | +64.0% | -24.0% |
| YTD | -48.2% | -91.5% | +43.4% | -46.4% |
| 1Y | -52.0% | -97.8% | +45.9% | -47.3% |
| All | -53.9% | -97.2% | +43.3% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling