+1,315.3%
AMAT vs JCI
+303.0%
+1,012.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.8% | +6.6% | +7.7% |
| 7D | -1.1% | -3.4% | +2.4% | +2.1% |
| 30D | -26.9% | -10.1% | -16.8% | -20.1% |
| 3M | -31.2% | -6.8% | -24.4% | -26.8% |
| 6M | -14.7% | +2.0% | -16.7% | -13.8% |
| YTD | +44.7% | +19.2% | +25.5% | +31.0% |
| 1Y | +62.0% | +16.7% | +45.2% | +48.8% |
| 3Y | +165.0% | +194.3% | -29.4% | +25.1% |
| 5Y | +147.1% | +103.0% | +44.1% | +48.6% |
| 10Y | +1,315.3% | +301.7% | +1,013.5% | +360.0% |
| All | +1,315.3% | +303.0% | +1,012.2% | +360.0% |
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