+110.3%
JCI vs APA
+177.1%
-66.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.4% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -3.8% | +9.3% | -13.1% | -5.2% |
| 3M | -1.6% | +23.3% | -25.0% | -5.2% |
| 6M | +9.5% | +39.5% | -30.0% | +2.4% |
| YTD | +21.7% | +87.6% | -65.9% | +7.5% |
| 1Y | +37.1% | +114.2% | -77.1% | +17.2% |
| 3Y | +165.2% | +13.6% | +151.6% | +143.7% |
| 5Y | +110.3% | +175.6% | -65.3% | +64.4% |
| All | +110.3% | +177.1% | -66.8% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling