-28.3%
APTV vs JBHT
+182.5%
-210.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.4% |
| 7D | -1.7% | +7.0% | -8.8% | -5.4% |
| 30D | -11.6% | +0.5% | -12.1% | -12.0% |
| 3M | -21.2% | -17.4% | -3.8% | -13.6% |
| 6M | -28.5% | -1.7% | -26.8% | -29.7% |
| YTD | -49.1% | +20.7% | -69.8% | -56.0% |
| 1Y | -52.2% | +41.1% | -93.3% | -62.3% |
| 3Y | -48.6% | +38.0% | -86.6% | -60.9% |
| 5Y | -77.3% | +22.5% | -99.7% | -81.7% |
| All | -28.3% | +182.5% | -210.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling