+330.8%
JCI vs APO
+936.6%
-605.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.6% |
| 7D | +0.4% | -4.9% | +5.3% | +2.2% |
| 30D | -7.7% | -8.4% | +0.7% | -5.0% |
| 3M | +2.8% | -2.1% | +4.8% | +3.0% |
| 6M | +7.2% | +19.2% | -12.0% | -0.5% |
| YTD | +20.0% | -10.5% | +30.5% | +22.5% |
| 1Y | +33.3% | -2.7% | +36.0% | +31.1% |
| 3Y | +161.3% | +52.5% | +108.8% | +113.5% |
| 5Y | +108.8% | +132.1% | -23.3% | +42.0% |
| All | +330.8% | +936.6% | -605.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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