+563.4%
JHX vs APTV
+173.4%
+389.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.2% |
| 7D | +1.6% | -1.2% | +2.7% | +2.0% |
| 30D | -5.0% | -10.6% | +5.6% | -0.9% |
| 3M | +24.5% | -35.0% | +59.5% | +45.2% |
| 6M | +34.9% | -38.9% | +73.8% | +59.8% |
| YTD | +39.3% | -41.5% | +80.8% | +67.2% |
| 1Y | +48.6% | -45.8% | +94.4% | +82.9% |
| 3Y | -2.0% | -55.7% | +53.7% | +25.2% |
| 5Y | -24.4% | -70.1% | +45.7% | +8.2% |
| 10Y | +109.4% | -19.1% | +128.5% | +82.1% |
| All | +563.4% | +173.4% | +389.9% | +208.5% |
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