-48.5%
APTV vs IRM
+113.6%
-162.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.3% |
| 7D | -5.0% | +8.6% | -13.6% | -8.0% |
| 30D | -12.3% | 0.0% | -12.3% | -12.5% |
| 3M | -19.9% | -7.1% | -12.8% | -18.0% |
| 6M | -29.4% | -7.9% | -21.5% | -27.7% |
| YTD | -49.0% | +41.3% | -90.3% | -56.7% |
| 1Y | -53.1% | +20.7% | -73.8% | -57.6% |
| All | -48.5% | +113.6% | -162.2% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling