+137.2%
APTV vs IRM
+923.5%
-786.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -1.7% | +6.8% | -8.5% | -4.4% |
| 30D | -11.6% | +2.6% | -14.2% | -12.7% |
| 3M | -21.2% | -9.5% | -11.7% | -18.4% |
| 6M | -28.5% | -8.5% | -20.0% | -26.5% |
| YTD | -49.1% | +40.3% | -89.3% | -56.6% |
| 1Y | -52.2% | +28.7% | -80.9% | -57.8% |
| 3Y | -48.6% | +111.8% | -160.5% | -64.1% |
| 5Y | -77.3% | +189.1% | -266.4% | -86.1% |
| 10Y | -26.9% | +519.8% | -546.7% | -67.5% |
| All | +137.2% | +923.5% | -786.4% | -16.1% |
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