+188.9%
AMAT vs JCI
+37.7%
+151.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +2.3% |
| 7D | -1.5% | +3.8% | -5.3% | -5.3% |
| 30D | -14.8% | -5.7% | -9.1% | -9.7% |
| 3M | -9.3% | -1.4% | -7.9% | -7.4% |
| 6M | +27.4% | +4.1% | +23.3% | +24.0% |
| YTD | +77.6% | +21.7% | +55.8% | +60.1% |
| 1Y | +188.9% | +36.1% | +152.8% | +143.6% |
| All | +188.9% | +37.7% | +151.3% | +143.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling