+76.4%
AMZN vs JCI
+163.4%
-87.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -1.0% | +4.1% | -5.1% | -2.3% |
| 30D | -9.2% | -3.8% | -5.4% | -8.2% |
| 3M | +3.4% | -1.6% | +5.0% | +3.4% |
| 6M | +18.2% | +9.5% | +8.7% | +13.0% |
| YTD | +9.3% | +21.7% | -12.4% | -0.7% |
| 1Y | +5.9% | +37.1% | -31.2% | -9.3% |
| All | +76.4% | +163.4% | -87.0% | +15.9% |
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