+2,309.0%
JCI vs APA
+905.9%
+1,403.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.8% |
| 7D | +2.9% | +5.1% | -2.2% | +2.0% |
| 30D | -6.9% | +0.3% | -7.2% | -7.1% |
| 3M | -6.3% | +15.6% | -21.9% | -9.2% |
| 6M | +2.6% | +28.9% | -26.3% | -3.3% |
| YTD | +21.8% | +96.6% | -74.7% | +4.9% |
| 1Y | +19.6% | +95.5% | -75.9% | +2.8% |
| 3Y | +194.9% | +41.8% | +153.1% | +161.1% |
| 5Y | +108.1% | +85.4% | +22.7% | +67.9% |
| 10Y | +307.6% | +4.5% | +303.1% | +198.4% |
| All | +2,309.0% | +905.9% | +1,403.1% | +1,074.3% |
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