+16.9%
JD vs APTV
-21.3%
+38.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.5% |
| 7D | -3.0% | -1.2% | -1.8% | -2.6% |
| 30D | -19.3% | -10.6% | -8.7% | -16.2% |
| 3M | -6.0% | -35.0% | +29.0% | +8.0% |
| 6M | +1.8% | -38.9% | +40.7% | +18.1% |
| YTD | -2.6% | -41.5% | +38.9% | +14.1% |
| 1Y | -17.4% | -45.8% | +28.4% | -0.7% |
| 3Y | -8.6% | -55.7% | +47.1% | +14.1% |
| 5Y | -61.6% | -70.1% | +8.5% | -46.4% |
| 10Y | +16.9% | -19.1% | +35.9% | +24.7% |
| All | +16.9% | -21.3% | +38.2% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling