+384.5%
ALAB vs JCI
+134.9%
+249.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +5.2% |
| 7D | +9.6% | +4.1% | +5.6% | +4.5% |
| 30D | -5.3% | -3.8% | -1.4% | -1.0% |
| 3M | -12.0% | -1.6% | -10.4% | -8.9% |
| 6M | +145.7% | +9.5% | +136.2% | +127.1% |
| YTD | +80.7% | +21.7% | +58.9% | +46.6% |
| 1Y | +40.1% | +37.1% | +3.0% | -1.5% |
| All | +384.5% | +134.9% | +249.6% | +104.6% |
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