+43.3%
AMAT vs JCI
+12.9%
+30.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +1.1% |
| 7D | -14.7% | -9.4% | -5.3% | -4.5% |
| 30D | -36.1% | -13.4% | -22.7% | -24.7% |
| 3M | -36.9% | -12.4% | -24.5% | -26.7% |
| 6M | -22.2% | -5.1% | -17.1% | -16.2% |
| YTD | +29.9% | +13.7% | +16.2% | +28.1% |
| 1Y | +43.3% | +11.4% | +31.8% | +50.7% |
| All | +43.3% | +12.9% | +30.4% | +50.7% |
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