+246.7%
JCI vs ABCL
-79.5%
+326.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +4.4% |
| 7D | -3.4% | +12.4% | -15.8% | -4.2% |
| 30D | -10.1% | -0.4% | -9.8% | -10.2% |
| 3M | -6.8% | +80.4% | -87.2% | -11.3% |
| 6M | +2.0% | +138.5% | -136.6% | -5.9% |
| YTD | +19.2% | +265.5% | -246.3% | +5.2% |
| 1Y | +16.7% | +219.7% | -203.0% | +4.2% |
| 3Y | +194.3% | +209.4% | -15.1% | +152.9% |
| 5Y | +103.0% | -15.0% | +118.1% | +82.2% |
| All | +246.7% | -79.5% | +326.2% | +227.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling