+141.4%
APTV vs JBHT
+490.3%
-348.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -10.2% | -1.6% | -8.6% | -9.4% |
| 30D | -10.8% | -2.3% | -8.5% | -9.8% |
| 3M | -14.8% | -18.5% | +3.6% | -6.0% |
| 6M | -30.6% | -11.3% | -19.3% | -27.7% |
| YTD | -48.2% | +12.6% | -60.7% | -53.4% |
| 1Y | -52.0% | +29.8% | -81.7% | -60.2% |
| 3Y | -47.0% | +28.1% | -75.1% | -57.7% |
| 5Y | -77.5% | +17.7% | -95.2% | -81.4% |
| 10Y | -27.0% | +196.1% | -223.1% | -66.1% |
| All | +141.4% | +490.3% | -348.9% | -25.5% |
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