+110.3%
JCI vs APTV
-69.9%
+180.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | +4.1% | -1.2% | +5.2% | +4.4% |
| 30D | -3.8% | -10.6% | +6.8% | -0.5% |
| 3M | -1.6% | -35.0% | +33.4% | +11.6% |
| 6M | +9.5% | -38.9% | +48.4% | +25.6% |
| YTD | +21.7% | -41.5% | +63.2% | +40.6% |
| 1Y | +37.1% | -45.8% | +83.0% | +62.5% |
| 3Y | +165.2% | -55.7% | +220.9% | +227.0% |
| 5Y | +110.3% | -70.1% | +180.4% | +187.4% |
| All | +110.3% | -69.9% | +180.2% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling