+16.9%
JCI vs APTV
-53.2%
+70.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +3.2% | -1.7% | +4.9% | +3.4% |
| 30D | -8.6% | -11.6% | +3.0% | -7.4% |
| 3M | -7.7% | -21.2% | +13.4% | -5.5% |
| 6M | -2.6% | -28.5% | +26.0% | +1.9% |
| YTD | +17.4% | -49.1% | +66.4% | +23.4% |
| 1Y | +16.9% | -52.2% | +69.1% | +24.7% |
| All | +16.9% | -53.2% | +70.1% | +24.7% |
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