+288.2%
JCI vs APD
+187.0%
+101.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -5.9% | -0.2% | -5.6% | -5.8% |
| 30D | -10.4% | +11.0% | -21.4% | -15.0% |
| 3M | -6.1% | +1.3% | -7.4% | -7.0% |
| 6M | +1.7% | +6.4% | -4.6% | -2.0% |
| YTD | +18.9% | +28.9% | -10.1% | +3.3% |
| 1Y | +16.1% | +23.2% | -7.1% | +2.6% |
| 3Y | +187.8% | +26.3% | +161.5% | +142.3% |
| 5Y | +103.2% | +12.0% | +91.2% | +79.3% |
| 10Y | +288.2% | +183.2% | +105.0% | +97.2% |
| All | +288.2% | +187.0% | +101.2% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling