+1,645.8%
JPM vs APTV
+194.6%
+1,451.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -2.0% |
| 7D | +0.3% | +4.8% | -4.5% | -1.4% |
| 30D | -0.2% | +2.0% | -2.2% | -1.2% |
| 3M | +15.9% | -34.2% | +50.1% | +32.7% |
| 6M | +20.9% | -34.7% | +55.6% | +37.0% |
| YTD | +12.9% | -37.0% | +49.9% | +28.9% |
| 1Y | +20.3% | -40.4% | +60.7% | +39.7% |
| 3Y | +160.9% | -54.1% | +215.0% | +219.7% |
| 5Y | +154.8% | -68.0% | +222.9% | +245.7% |
| 10Y | +591.1% | -15.5% | +606.6% | +459.8% |
| All | +1,645.8% | +194.6% | +1,451.2% | +555.9% |
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