+6.6%
AMD vs JCI
-2.2%
+8.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +7.4% |
| 7D | -11.0% | -9.4% | -1.7% | +1.2% |
| 30D | -30.5% | -13.4% | -17.1% | -15.7% |
| 3M | -8.2% | -12.4% | +4.2% | +10.1% |
| 6M | +6.6% | -5.1% | +11.7% | +16.7% |
| All | +6.6% | -2.2% | +8.8% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling