+302.6%
JCI vs APA
+7.0%
+295.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | +8.4% | +9.6% | -1.2% | +6.9% |
| 30D | -8.9% | -0.2% | -8.7% | -9.0% |
| 3M | -6.4% | +19.8% | -26.3% | -9.4% |
| 6M | +1.6% | +30.1% | -28.4% | -3.3% |
| YTD | +20.1% | +100.4% | -80.3% | +5.4% |
| 1Y | +17.2% | +105.2% | -88.0% | +2.2% |
| 3Y | +190.7% | +44.6% | +146.1% | +160.6% |
| 5Y | +99.9% | +88.8% | +11.1% | +66.3% |
| All | +302.6% | +7.0% | +295.7% | +194.1% |
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