+99.9%
JCI vs APTV
-77.1%
+177.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +8.4% | -5.0% | +13.4% | +10.1% |
| 30D | -8.9% | -12.3% | +3.4% | -5.4% |
| 3M | -6.4% | -19.9% | +13.5% | -0.3% |
| 6M | +1.6% | -29.4% | +31.0% | +10.9% |
| YTD | +20.1% | -49.0% | +69.1% | +44.3% |
| 1Y | +17.2% | -53.1% | +70.3% | +45.0% |
| 3Y | +190.7% | -48.9% | +239.6% | +233.6% |
| 5Y | +99.9% | -77.2% | +177.1% | +209.5% |
| All | +99.9% | -77.1% | +177.0% | +209.5% |
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 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