-54.0%
APTV vs JAAA
+29.3%
-83.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +2.0% | +0.1% | +1.9% | +1.7% |
| 30D | -7.7% | +0.5% | -8.2% | -8.9% |
| 3M | -34.0% | +1.2% | -35.2% | -36.2% |
| 6M | -37.1% | +2.8% | -39.9% | -41.7% |
| YTD | -39.9% | +3.2% | -43.1% | -44.7% |
| 1Y | -44.4% | +4.8% | -49.3% | -51.0% |
| 3Y | -54.5% | +19.0% | -73.5% | -66.2% |
| 5Y | -69.1% | +26.8% | -95.9% | -79.3% |
| All | -54.0% | +29.3% | -83.3% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling