+27.7%
JCI vs ABCL
+138.2%
-110.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -6.3% |
| 7D | -10.7% | -10.0% | -0.7% | -10.6% |
| 30D | -10.4% | -10.9% | +0.5% | -10.5% |
| 3M | -8.3% | +101.6% | -109.9% | -8.2% |
| 6M | -2.1% | +167.5% | -169.7% | -2.9% |
| YTD | +18.4% | +259.1% | -240.7% | +16.7% |
| 1Y | +27.7% | +152.2% | -124.5% | +26.4% |
| All | +27.7% | +138.2% | -110.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling