+59.3%
AMAT vs JCI
+16.0%
+43.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -2.5% | -5.9% | +3.4% | +4.7% |
| 30D | -26.5% | -10.4% | -16.2% | -16.6% |
| 3M | -28.6% | -6.1% | -22.5% | -23.2% |
| 6M | -14.2% | +1.7% | -16.0% | -13.8% |
| YTD | +45.5% | +18.9% | +26.6% | +36.8% |
| 1Y | +59.3% | +16.1% | +43.2% | +58.2% |
| All | +59.3% | +16.0% | +43.4% | +58.2% |
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