+135.1%
ADI vs JCI
+111.9%
+23.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +2.6% | +4.1% | -1.4% | 0.0% |
| 30D | -4.6% | -3.8% | -0.8% | -2.3% |
| 3M | -9.5% | -1.6% | -7.9% | -8.4% |
| 6M | +14.8% | +9.5% | +5.3% | +8.9% |
| YTD | +35.8% | +21.7% | +14.1% | +20.0% |
| 1Y | +48.9% | +37.1% | +11.8% | +21.7% |
| 3Y | +115.6% | +165.2% | -49.6% | +16.2% |
| 5Y | +135.1% | +110.3% | +24.8% | +43.9% |
| All | +135.1% | +111.9% | +23.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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