+167.8%
JCI vs APA
+9.3%
+158.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +5.1% | -1.7% | +6.8% | +5.3% |
| 30D | -3.8% | +15.7% | -19.6% | -5.8% |
| 3M | +1.9% | +16.5% | -14.6% | -0.6% |
| 6M | +11.2% | +35.1% | -23.9% | +4.6% |
| YTD | +22.9% | +82.2% | -59.3% | +8.9% |
| 1Y | +37.4% | +102.5% | -65.1% | +17.9% |
| 3Y | +167.8% | +10.3% | +157.5% | +136.6% |
| All | +167.8% | +9.3% | +158.5% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling