+54.3%
JD vs APTV
-9.4%
+63.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.8% |
| 7D | -1.7% | +4.8% | -6.5% | -3.4% |
| 30D | -13.2% | +2.0% | -15.2% | -14.0% |
| 3M | -3.2% | -34.2% | +31.1% | +11.2% |
| 6M | +15.2% | -34.7% | +49.9% | +30.9% |
| YTD | +2.0% | -37.0% | +39.0% | +16.7% |
| 1Y | -5.4% | -40.4% | +35.0% | +10.4% |
| 3Y | -9.1% | -54.1% | +45.0% | +12.8% |
| 5Y | -59.6% | -68.0% | +8.4% | -44.4% |
| 10Y | +26.2% | -15.5% | +41.8% | +14.6% |
| All | +54.3% | -9.4% | +63.7% | +34.6% |
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