+27.7%
JCI vs APA
+107.6%
-80.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.9% | +0.6% | -6.7% |
| 7D | -10.7% | -13.0% | +2.3% | -11.6% |
| 30D | -10.4% | +2.0% | -12.4% | -10.0% |
| 3M | -8.3% | +24.9% | -33.2% | -6.3% |
| 6M | -2.1% | +7.2% | -9.3% | -1.0% |
| YTD | +18.4% | +87.1% | -68.7% | +21.4% |
| 1Y | +27.7% | +107.2% | -79.5% | +32.3% |
| All | +27.7% | +107.6% | -80.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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