+391.7%
APP vs JCI
+158.9%
+232.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.8% |
| 7D | +0.9% | +3.8% | -3.0% | -1.9% |
| 30D | -23.3% | -5.7% | -17.6% | -20.4% |
| 3M | -42.6% | -1.4% | -41.2% | -43.1% |
| 6M | -33.6% | +4.1% | -37.7% | -38.2% |
| YTD | -52.4% | +21.7% | -74.2% | -61.7% |
| 1Y | -35.9% | +36.1% | -72.0% | -53.3% |
| 3Y | +642.2% | +154.4% | +487.8% | +222.1% |
| 5Y | +311.1% | +112.0% | +199.0% | +84.3% |
| All | +391.7% | +158.9% | +232.8% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling