+448.7%
AXP vs JCI
+304.0%
+144.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.9% |
| 7D | +0.6% | -9.4% | +10.0% | +6.2% |
| 30D | +5.8% | -13.4% | +19.2% | +14.1% |
| 3M | -6.0% | -12.4% | +6.4% | 0.0% |
| 6M | +0.3% | -5.1% | +5.4% | 0.0% |
| YTD | -12.3% | +13.7% | -26.0% | -23.6% |
| 1Y | -11.2% | +11.4% | -22.7% | -21.7% |
| 3Y | +117.0% | +175.9% | -58.9% | -1.6% |
| 5Y | +93.2% | +98.4% | -5.2% | +8.0% |
| All | +448.7% | +304.0% | +144.6% | +60.7% |
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 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