-70.1%
APTV vs IRM
+190.5%
-260.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | -1.2% | +3.0% | -4.2% | -2.5% |
| 30D | -10.6% | -5.2% | -5.4% | -8.5% |
| 3M | -35.0% | -8.0% | -27.0% | -32.8% |
| 6M | -38.9% | +9.2% | -48.1% | -42.3% |
| YTD | -41.5% | +41.0% | -82.5% | -51.8% |
| 1Y | -45.8% | +23.3% | -69.1% | -52.5% |
| 3Y | -55.7% | +102.8% | -158.5% | -72.4% |
| 5Y | -70.1% | +192.8% | -262.9% | -84.7% |
| All | -70.1% | +190.5% | -260.6% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling