-53.5%
APTV vs JBHT
+47.5%
-101.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +1.9% |
| 7D | +4.8% | +4.9% | -0.1% | +2.7% |
| 30D | +2.0% | +0.6% | +1.4% | +1.6% |
| 3M | -34.2% | -3.2% | -31.0% | -33.7% |
| 6M | -34.7% | +17.0% | -51.6% | -39.9% |
| YTD | -37.0% | +41.7% | -78.6% | -47.1% |
| 1Y | -40.4% | +90.0% | -130.4% | -56.8% |
| All | -53.5% | +47.5% | -101.1% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling