+58.5%
AMAT vs JCI
+16.3%
+42.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.8% | +6.6% | +5.8% |
| 7D | -1.1% | -3.4% | +2.4% | +3.2% |
| 30D | -26.9% | -10.1% | -16.8% | -17.3% |
| 3M | -31.2% | -6.8% | -24.4% | -25.3% |
| 6M | -14.7% | +2.0% | -16.7% | -14.5% |
| YTD | +44.7% | +19.2% | +25.5% | +35.7% |
| All | +58.5% | +16.3% | +42.2% | +56.9% |
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