+1,321.9%
AMAT vs JCI
+291.9%
+1,030.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.0% |
| 7D | +11.4% | +3.2% | +8.2% | +9.1% |
| 30D | -17.0% | -8.6% | -8.4% | -10.3% |
| 3M | -30.6% | -7.7% | -22.9% | -25.5% |
| 6M | -14.9% | -2.6% | -12.4% | -11.1% |
| YTD | +44.7% | +17.4% | +27.3% | +32.6% |
| 1Y | +66.9% | +16.9% | +50.0% | +53.3% |
| 3Y | +153.3% | +186.7% | -33.4% | +21.4% |
| 5Y | +146.2% | +95.4% | +50.9% | +51.9% |
| All | +1,321.9% | +291.9% | +1,030.1% | +367.0% |
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