+115.0%
JCI vs APD
+26.2%
+88.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +5.1% | -2.5% | +7.6% | +6.2% |
| 30D | -3.8% | -1.9% | -1.9% | -3.2% |
| 3M | +1.9% | +8.2% | -6.3% | -2.0% |
| 6M | +11.2% | +10.7% | +0.4% | +5.7% |
| YTD | +22.9% | +22.9% | 0.0% | +10.9% |
| 1Y | +37.4% | +5.8% | +31.6% | +32.3% |
| 3Y | +167.8% | +7.8% | +160.1% | +150.2% |
| 5Y | +115.0% | +26.1% | +88.9% | +68.4% |
| All | +115.0% | +26.2% | +88.8% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling