-28.2%
APTV vs JBHT
+176.2%
-204.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.0% | +4.2% | -9.2% | -7.1% |
| 30D | -12.3% | -0.4% | -11.9% | -12.2% |
| 3M | -19.9% | -17.3% | -2.6% | -12.2% |
| 6M | -29.4% | -3.5% | -25.9% | -29.9% |
| YTD | -49.0% | +18.0% | -67.0% | -55.4% |
| 1Y | -53.1% | +35.5% | -88.6% | -62.1% |
| 3Y | -48.9% | +34.8% | -83.7% | -60.5% |
| 5Y | -77.2% | +19.7% | -97.0% | -81.4% |
| All | -28.2% | +176.2% | -204.4% | -66.7% |
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