+2,257.0%
JCI vs APD
+6,318.0%
-4,061.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.7% | +3.9% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -10.1% | +10.6% | -20.7% | -14.1% |
| 3M | -6.8% | +2.5% | -9.3% | -8.1% |
| 6M | +2.0% | +6.0% | -4.0% | -1.2% |
| YTD | +19.2% | +28.4% | -9.3% | +5.6% |
| 1Y | +16.7% | +22.2% | -5.4% | +5.2% |
| 3Y | +194.3% | +26.6% | +167.8% | +154.5% |
| 5Y | +103.0% | +11.8% | +91.3% | +84.2% |
| 10Y | +301.7% | +187.8% | +114.0% | +138.1% |
| All | +2,257.0% | +6,318.0% | -4,061.0% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling