+32.5%
JD vs APTV
-25.9%
+58.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | +5.2% | -4.3% | +9.5% | +6.6% |
| 30D | +4.5% | -9.7% | +14.2% | +7.9% |
| 3M | -15.4% | -20.6% | +5.1% | -8.9% |
| 6M | -6.0% | -31.7% | +25.7% | +4.4% |
| YTD | +2.2% | -48.0% | +50.2% | +24.1% |
| 1Y | -6.7% | -52.1% | +45.4% | +16.8% |
| 3Y | +20.5% | -47.9% | +68.4% | +40.7% |
| 5Y | -58.4% | -76.9% | +18.5% | -36.9% |
| 10Y | +32.5% | -26.7% | +59.2% | +45.9% |
| All | +32.5% | -25.9% | +58.4% | +45.9% |
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