-40.2%
AMAT vs JCI
-13.4%
-26.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.5% | -7.1% | -6.9% |
| 7D | -24.3% | -16.9% | -7.3% | -8.9% |
| 30D | -39.8% | -17.2% | -22.6% | -27.4% |
| 3M | -40.2% | -14.2% | -26.0% | -32.9% |
| All | -40.2% | -13.4% | -26.8% | -32.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling