-32.0%
APP vs JCI
+19.3%
-51.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +2.7% |
| 7D | +48.9% | +2.9% | +46.0% | +49.5% |
| 30D | +49.4% | -6.9% | +56.4% | +50.5% |
| 3M | +27.0% | -6.3% | +33.3% | +28.3% |
| 6M | -15.4% | +2.6% | -18.0% | -14.9% |
| YTD | -39.9% | +21.8% | -61.7% | -43.8% |
| 1Y | -32.0% | +19.6% | -51.6% | -32.9% |
| All | -32.0% | +19.3% | -51.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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