+330.8%
JCI vs APTV
-15.8%
+346.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.1% | -2.3% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | -7.7% | -7.9% | +0.2% | -5.3% |
| 3M | +2.8% | -29.9% | +32.7% | +14.2% |
| 6M | +7.2% | -36.6% | +43.8% | +22.0% |
| YTD | +20.0% | -40.0% | +59.9% | +38.0% |
| 1Y | +33.3% | -44.0% | +77.3% | +56.8% |
| 3Y | +161.3% | -54.5% | +215.8% | +218.3% |
| 5Y | +108.8% | -68.8% | +177.6% | +180.6% |
| All | +330.8% | -15.8% | +346.6% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling