+248.5%
ALAB vs JCI
+129.4%
+119.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | 0.0% |
| 7D | -7.5% | -5.9% | -1.6% | +1.3% |
| 30D | -36.8% | -10.4% | -26.5% | -25.6% |
| 3M | -31.9% | -6.1% | -25.8% | -23.9% |
| 6M | +8.2% | +1.7% | +6.5% | +12.8% |
| YTD | +29.9% | +18.9% | +11.1% | +12.6% |
| 1Y | +24.4% | +16.1% | +8.3% | +11.4% |
| All | +248.5% | +129.4% | +119.1% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling