+19.6%
JCI vs APA
+95.1%
-75.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.7% |
| 7D | +2.9% | +5.1% | -2.2% | +3.2% |
| 30D | -6.9% | +0.3% | -7.2% | -6.9% |
| 3M | -6.3% | +15.6% | -21.9% | -5.0% |
| 6M | +2.6% | +28.9% | -26.3% | +4.9% |
| YTD | +21.8% | +96.6% | -74.7% | +23.7% |
| 1Y | +19.6% | +95.5% | -75.9% | +20.9% |
| All | +19.6% | +95.1% | -75.5% | +20.9% |
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