+590.9%
JPM vs APTV
-16.1%
+607.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.7% | -5.0% | +4.4% | +1.0% |
| 30D | -2.5% | -6.1% | +3.6% | -0.6% |
| 3M | +14.1% | -33.0% | +47.1% | +29.0% |
| 6M | +25.1% | -35.2% | +60.3% | +41.0% |
| YTD | +12.1% | -40.1% | +52.3% | +29.3% |
| 1Y | +18.8% | -45.6% | +64.4% | +41.4% |
| 3Y | +163.4% | -54.4% | +217.8% | +220.0% |
| 5Y | +156.5% | -68.9% | +225.4% | +247.4% |
| All | +590.9% | -16.1% | +607.0% | +544.7% |
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