+2,149.4%
JCI vs APD
+6,189.3%
-4,039.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.4% |
| 7D | -9.4% | -3.7% | -5.7% | -8.0% |
| 30D | -13.4% | +9.6% | -23.0% | -17.0% |
| 3M | -12.4% | +1.6% | -14.0% | -13.3% |
| 6M | -5.1% | +2.2% | -7.3% | -6.6% |
| YTD | +13.7% | +25.9% | -12.1% | +1.6% |
| 1Y | +11.4% | +20.1% | -8.7% | +1.1% |
| 3Y | +175.9% | +12.4% | +163.5% | +150.0% |
| 5Y | +98.4% | +11.1% | +87.3% | +80.4% |
| 10Y | +311.2% | +190.1% | +121.0% | +142.8% |
| All | +2,149.4% | +6,189.3% | -4,039.9% | +277.7% |
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