+170.1%
AMAT vs JCI
+197.0%
-26.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +3.9% |
| 7D | +7.0% | +2.9% | +4.0% | +5.1% |
| 30D | -20.6% | -6.9% | -13.6% | -14.9% |
| 3M | -24.8% | -6.3% | -18.5% | -19.9% |
| 6M | -10.7% | +2.6% | -13.3% | -10.4% |
| YTD | +54.3% | +21.8% | +32.5% | +37.7% |
| 1Y | +73.7% | +19.6% | +54.1% | +57.0% |
| All | +170.1% | +197.0% | -26.9% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling