+254.4%
JCI vs ABCL
-80.4%
+334.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +2.8% |
| 7D | +2.9% | -2.7% | +5.6% | +3.1% |
| 30D | -6.9% | -5.4% | -1.5% | -6.6% |
| 3M | -6.3% | +22.4% | -28.7% | -8.0% |
| 6M | +2.6% | +127.6% | -125.1% | -5.1% |
| YTD | +21.8% | +249.4% | -227.6% | +7.9% |
| 1Y | +19.6% | +198.0% | -178.4% | +7.3% |
| 3Y | +194.9% | +195.8% | -0.8% | +154.2% |
| 5Y | +108.1% | -20.6% | +128.7% | +87.3% |
| All | +254.4% | -80.4% | +334.8% | +236.2% |
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