+789.7%
JCI vs APTV
+138.1%
+651.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +3.2% | -1.7% | +4.9% | +3.8% |
| 30D | -8.6% | -11.6% | +3.0% | -5.1% |
| 3M | -7.7% | -21.2% | +13.4% | -0.7% |
| 6M | -2.6% | -28.5% | +26.0% | +6.5% |
| YTD | +17.4% | -49.1% | +66.4% | +42.0% |
| 1Y | +16.9% | -52.2% | +69.1% | +44.5% |
| 3Y | +186.7% | -48.6% | +235.4% | +232.5% |
| 5Y | +95.4% | -77.3% | +172.6% | +191.5% |
| 10Y | +292.7% | -26.9% | +319.6% | +260.4% |
| All | +789.7% | +138.1% | +651.7% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling