+193.5%
APTV vs IRM
+943.4%
-749.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.4% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +2.0% | -8.1% | +10.1% | +5.4% |
| 3M | -34.2% | -9.7% | -24.6% | -31.8% |
| 6M | -34.7% | +10.0% | -44.7% | -37.8% |
| YTD | -37.0% | +43.0% | -80.0% | -46.5% |
| 1Y | -40.4% | +32.7% | -73.1% | -48.1% |
| 3Y | -54.1% | +102.7% | -156.8% | -67.2% |
| 5Y | -68.0% | +187.6% | -255.6% | -80.3% |
| 10Y | -15.5% | +420.1% | -435.6% | -60.3% |
| All | +193.5% | +943.4% | -749.9% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling