-55.4%
APTV vs IRM
+102.2%
-157.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.3% |
| 30D | -10.6% | -5.2% | -5.4% | -8.8% |
| 3M | -35.0% | -8.0% | -27.0% | -33.1% |
| 6M | -38.9% | +9.2% | -48.1% | -41.9% |
| YTD | -41.5% | +41.0% | -82.5% | -50.6% |
| 1Y | -45.8% | +23.3% | -69.1% | -51.7% |
| All | -55.4% | +102.2% | -157.6% | -74.0% |
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