+1,370.8%
AMAT vs JCI
+298.2%
+1,072.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -2.5% | -5.9% | +3.4% | +2.7% |
| 30D | -26.5% | -10.4% | -16.2% | -19.5% |
| 3M | -28.6% | -6.1% | -22.5% | -24.5% |
| 6M | -14.2% | +1.7% | -16.0% | -13.2% |
| YTD | +45.5% | +18.9% | +26.6% | +31.9% |
| 1Y | +59.3% | +16.1% | +43.2% | +46.9% |
| 3Y | +153.1% | +187.8% | -34.7% | +20.9% |
| 5Y | +158.2% | +103.2% | +54.9% | +54.8% |
| 10Y | +1,370.8% | +288.2% | +1,082.6% | +372.0% |
| All | +1,370.8% | +298.2% | +1,072.6% | +372.0% |
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