+16.1%
JPM vs APTV
-46.4%
+62.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.5% | +3.7% |
| 7D | +3.8% | -1.9% | +5.6% | +3.9% |
| 30D | +6.5% | -1.4% | +7.9% | +6.5% |
| 3M | -1.0% | -9.3% | +8.3% | -0.3% |
| 6M | +15.5% | -27.3% | +42.9% | +17.4% |
| YTD | +11.4% | -43.1% | +54.5% | +17.7% |
| 1Y | +16.1% | -46.5% | +62.5% | +24.1% |
| All | +16.1% | -46.4% | +62.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling