+117.0%
AXP vs JCI
+113.2%
+3.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.0% |
| 7D | -2.1% | +3.8% | -5.9% | -4.0% |
| 30D | -6.5% | -5.7% | -0.9% | -4.0% |
| 3M | +4.6% | -1.4% | +6.0% | +4.5% |
| 6M | +5.4% | +4.1% | +1.3% | +1.4% |
| YTD | -11.1% | +21.7% | -32.9% | -22.1% |
| 1Y | -0.3% | +36.1% | -36.4% | -18.5% |
| 3Y | +111.6% | +154.4% | -42.9% | +18.9% |
| All | +117.0% | +113.2% | +3.8% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling