+166.8%
JCI vs APD
+11.2%
+155.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | -2.2% | +6.0% | +4.4% |
| 30D | -5.7% | +2.1% | -7.8% | -6.3% |
| 3M | -1.4% | +7.2% | -8.6% | -3.5% |
| 6M | +4.1% | +11.2% | -7.1% | +0.9% |
| YTD | +21.7% | +24.4% | -2.6% | +14.2% |
| 1Y | +36.1% | +6.7% | +29.5% | +33.4% |
| All | +166.8% | +11.2% | +155.7% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling