+432.7%
IJH vs APTV
+180.7%
+252.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.9% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -5.0% | -7.9% | +2.9% | -2.4% |
| 3M | +0.5% | -29.9% | +30.5% | +12.5% |
| 6M | +8.2% | -36.6% | +44.8% | +23.9% |
| YTD | +12.4% | -40.0% | +52.4% | +30.6% |
| 1Y | +14.4% | -44.0% | +58.4% | +36.0% |
| 3Y | +49.5% | -54.5% | +104.0% | +84.2% |
| 5Y | +47.8% | -68.8% | +116.6% | +101.9% |
| 10Y | +180.4% | -16.9% | +197.3% | +143.0% |
| All | +432.7% | +180.7% | +252.0% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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