+2,307.7%
JCI vs APA
+815.8%
+1,491.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.5% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | -5.7% | +23.4% | -29.1% | -9.5% |
| 3M | -1.4% | +12.7% | -14.1% | -4.2% |
| 6M | +4.1% | +39.4% | -35.3% | -3.7% |
| YTD | +21.7% | +79.0% | -57.2% | +7.0% |
| 1Y | +36.1% | +88.8% | -52.7% | +17.5% |
| 3Y | +154.4% | +6.4% | +148.1% | +138.1% |
| 5Y | +112.0% | +153.0% | -41.0% | +60.6% |
| 10Y | +322.2% | +7.5% | +314.7% | +206.5% |
| All | +2,307.7% | +815.8% | +1,491.9% | +1,098.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling