+164.8%
APTV vs JBHT
+516.1%
-351.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.1% |
| 7D | -1.9% | +1.7% | -3.6% | -2.8% |
| 30D | -1.4% | -1.2% | -0.3% | -1.0% |
| 3M | -9.3% | -17.1% | +7.8% | -0.9% |
| 6M | -27.3% | -4.4% | -22.9% | -27.5% |
| YTD | -43.1% | +17.5% | -60.6% | -50.1% |
| 1Y | -46.5% | +32.6% | -79.1% | -56.2% |
| 3Y | -44.2% | +33.0% | -77.2% | -56.4% |
| 5Y | -75.6% | +20.3% | -96.0% | -80.1% |
| 10Y | -19.9% | +209.1% | -229.0% | -63.7% |
| All | +164.8% | +516.1% | -351.3% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling