+36.1%
JCI vs APD
+6.0%
+30.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.8% | -2.2% | +6.0% | +4.1% |
| 30D | -5.7% | +2.1% | -7.8% | -6.0% |
| 3M | -1.4% | +7.2% | -8.6% | -2.7% |
| 6M | +4.1% | +11.2% | -7.1% | +2.8% |
| YTD | +21.7% | +24.4% | -2.6% | +19.8% |
| 1Y | +36.1% | +6.7% | +29.5% | +41.4% |
| All | +36.1% | +6.0% | +30.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling