-69.3%
APTV vs JAAA
+26.5%
-95.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | -6.1% | +0.5% | -6.6% | -7.4% |
| 3M | -33.0% | +1.3% | -34.3% | -35.3% |
| 6M | -35.2% | +2.8% | -38.0% | -39.9% |
| YTD | -40.1% | +3.3% | -43.4% | -45.1% |
| 1Y | -45.6% | +4.9% | -50.5% | -52.1% |
| 3Y | -54.4% | +19.0% | -73.3% | -65.3% |
| All | -69.3% | +26.5% | -95.8% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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