+10,785.8%
AMD vs JCI
+2,171.6%
+8,614.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +9.9% |
| 7D | -11.0% | -9.4% | -1.7% | -6.9% |
| 30D | -30.5% | -13.4% | -17.1% | -25.6% |
| 3M | -8.2% | -12.4% | +4.2% | -2.1% |
| 6M | +6.6% | -5.1% | +11.7% | +10.9% |
| YTD | +109.7% | +13.7% | +95.9% | +102.3% |
| 1Y | +88.9% | +11.4% | +77.5% | +84.1% |
| 3Y | +301.8% | +175.9% | +125.9% | +174.6% |
| 5Y | +229.4% | +98.4% | +131.0% | +157.7% |
| 10Y | +6,745.1% | +311.2% | +6,434.0% | +3,872.5% |
| All | +10,785.8% | +2,171.6% | +8,614.2% | +2,730.5% |
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