+341.0%
JCI vs APA
-1.1%
+342.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.5% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -3.8% | +9.3% | -13.1% | -5.3% |
| 3M | -1.6% | +23.3% | -25.0% | -5.4% |
| 6M | +9.5% | +39.5% | -30.0% | +2.5% |
| YTD | +21.7% | +87.6% | -65.9% | +8.1% |
| 1Y | +37.1% | +114.2% | -77.1% | +18.4% |
| 3Y | +165.2% | +13.6% | +151.6% | +147.1% |
| 5Y | +110.3% | +175.6% | -65.3% | +64.3% |
| 10Y | +341.0% | -2.6% | +343.6% | +226.8% |
| All | +341.0% | -1.1% | +342.1% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling