+103.0%
JCI vs APA
+69.9%
+33.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | -3.4% | -8.7% | +5.3% | -2.1% |
| 30D | -10.1% | -2.4% | -7.7% | -9.9% |
| 3M | -6.8% | +19.0% | -25.8% | -9.6% |
| 6M | +2.0% | +26.8% | -24.8% | -2.6% |
| YTD | +19.2% | +87.3% | -68.2% | +4.8% |
| 1Y | +16.7% | +92.3% | -75.6% | +1.9% |
| 3Y | +194.3% | +37.3% | +157.1% | +161.2% |
| 5Y | +103.0% | +73.2% | +29.9% | +70.9% |
| All | +103.0% | +69.9% | +33.2% | +70.9% |
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 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