+247.2%
AMAT vs JCI
+113.2%
+134.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +2.8% |
| 7D | -1.5% | +3.8% | -5.3% | -4.5% |
| 30D | -14.8% | -5.7% | -9.1% | -10.9% |
| 3M | -9.3% | -1.4% | -7.9% | -7.2% |
| 6M | +27.4% | +4.1% | +23.3% | +25.7% |
| YTD | +77.6% | +21.7% | +55.8% | +55.6% |
| 1Y | +188.9% | +36.1% | +152.8% | +132.9% |
| 3Y | +202.3% | +154.4% | +47.9% | +51.5% |
| All | +247.2% | +113.2% | +134.0% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling