+137,736.4%
AMAT vs JCI
+2,331.5%
+135,404.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.5% |
| 7D | -1.5% | +3.8% | -5.3% | -3.0% |
| 30D | -14.8% | -5.7% | -9.1% | -12.8% |
| 3M | -9.3% | -1.4% | -7.9% | -8.0% |
| 6M | +27.4% | +4.1% | +23.3% | +27.1% |
| YTD | +77.6% | +21.7% | +55.8% | +66.3% |
| 1Y | +188.9% | +36.1% | +152.8% | +159.2% |
| 3Y | +202.3% | +154.4% | +47.9% | +113.1% |
| 5Y | +248.9% | +112.0% | +136.9% | +164.3% |
| 10Y | +1,585.2% | +322.2% | +1,263.0% | +889.9% |
| All | +137,736.4% | +2,331.5% | +135,404.9% | +26,308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling