-77.2%
APTV vs IRM
+188.8%
-266.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.4% |
| 7D | -5.0% | +8.6% | -13.6% | -8.7% |
| 30D | -12.3% | 0.0% | -12.3% | -12.6% |
| 3M | -19.9% | -7.1% | -12.8% | -17.6% |
| 6M | -29.4% | -7.9% | -21.5% | -27.3% |
| YTD | -49.0% | +41.3% | -90.3% | -58.4% |
| 1Y | -53.1% | +20.7% | -73.8% | -58.6% |
| 3Y | -48.9% | +112.2% | -161.0% | -69.7% |
| 5Y | -77.2% | +191.2% | -268.5% | -89.0% |
| All | -77.2% | +188.8% | -266.1% | -89.0% |
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 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