-18.4%
APTV vs IRM
+440.8%
-459.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.2% |
| 7D | -5.0% | -1.4% | -3.6% | -4.4% |
| 30D | -6.1% | -7.4% | +1.3% | -3.0% |
| 3M | -33.0% | -7.4% | -25.6% | -31.1% |
| 6M | -35.2% | +8.7% | -43.9% | -38.3% |
| YTD | -40.1% | +40.9% | -81.1% | -49.7% |
| 1Y | -45.6% | +20.5% | -66.1% | -51.1% |
| 3Y | -54.4% | +101.7% | -156.1% | -68.7% |
| 5Y | -68.9% | +197.7% | -266.6% | -82.3% |
| All | -18.4% | +440.8% | -459.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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