+822.9%
JCI vs APTV
+194.6%
+628.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +0.9% |
| 7D | +3.8% | +4.8% | -1.0% | +2.2% |
| 30D | -5.7% | +2.0% | -7.7% | -6.5% |
| 3M | -1.4% | -34.2% | +32.8% | +12.2% |
| 6M | +4.1% | -34.7% | +38.8% | +17.4% |
| YTD | +21.7% | -37.0% | +58.7% | +38.0% |
| 1Y | +36.1% | -40.4% | +76.5% | +57.0% |
| 3Y | +154.4% | -54.1% | +208.5% | +209.4% |
| 5Y | +112.0% | -68.0% | +180.0% | +182.6% |
| 10Y | +322.2% | -15.5% | +337.7% | +271.1% |
| All | +822.9% | +194.6% | +628.4% | +397.3% |
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