+36.1%
JCI vs APTV
-39.9%
+76.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.5% |
| 7D | +3.8% | +4.8% | -1.0% | +3.2% |
| 30D | -5.7% | +2.0% | -7.7% | -6.0% |
| 3M | -1.4% | -34.2% | +32.8% | +5.7% |
| 6M | +4.1% | -34.7% | +38.8% | +11.3% |
| YTD | +21.7% | -37.0% | +58.7% | +27.6% |
| 1Y | +36.1% | -40.4% | +76.5% | +47.5% |
| All | +36.1% | -39.9% | +76.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling