+331.1%
AMD vs JCI
+155.6%
+175.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.2% |
| 7D | +2.6% | +3.8% | -1.3% | -0.5% |
| 30D | -0.9% | -5.7% | +4.7% | +3.8% |
| 3M | -8.7% | -1.4% | -7.3% | -6.8% |
| 6M | +136.3% | +4.1% | +132.2% | +131.4% |
| YTD | +123.0% | +21.7% | +101.3% | +93.4% |
| 1Y | +195.2% | +36.1% | +159.0% | +136.1% |
| All | +331.1% | +155.6% | +175.5% | +116.2% |
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 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