+465.4%
AXP vs JCI
+312.8%
+152.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.3% |
| 7D | -2.1% | +3.8% | -5.9% | -4.4% |
| 30D | -6.5% | -5.7% | -0.9% | -3.3% |
| 3M | +4.6% | -1.4% | +6.0% | +4.4% |
| 6M | +5.4% | +4.1% | +1.3% | +0.3% |
| YTD | -11.1% | +21.7% | -32.9% | -24.4% |
| 1Y | -0.3% | +36.1% | -36.4% | -21.9% |
| 3Y | +111.6% | +154.4% | -42.9% | +4.5% |
| 5Y | +117.6% | +112.0% | +5.5% | +18.9% |
| All | +465.4% | +312.8% | +152.7% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling