+154.6%
JPM vs APTV
-69.7%
+224.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -2.3% | -7.9% | +5.6% | -0.5% |
| 3M | +14.9% | -29.9% | +44.8% | +24.6% |
| 6M | +23.6% | -36.6% | +60.2% | +36.4% |
| YTD | +11.3% | -40.0% | +51.2% | +24.2% |
| 1Y | +19.9% | -44.0% | +63.9% | +36.2% |
| 3Y | +162.6% | -54.5% | +217.1% | +209.4% |
| 5Y | +154.6% | -68.8% | +223.4% | +228.5% |
| All | +154.6% | -69.7% | +224.3% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling