+55.0%
JD vs APTV
-24.6%
+79.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +7.9% | -9.8% | +17.7% | +11.6% |
| 30D | +4.8% | -8.9% | +13.6% | +7.9% |
| 3M | -13.9% | -19.5% | +5.5% | -7.6% |
| 6M | -5.8% | -31.1% | +25.3% | +4.6% |
| YTD | +2.4% | -47.5% | +50.0% | +24.5% |
| 1Y | -7.5% | -52.3% | +44.8% | +16.5% |
| 3Y | +20.9% | -45.2% | +66.1% | +38.7% |
| 5Y | -58.0% | -76.9% | +18.8% | -35.6% |
| 10Y | +28.9% | -25.1% | +54.0% | +21.3% |
| All | +55.0% | -24.6% | +79.6% | +43.6% |
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