+230.9%
JCI vs ABCL
-80.5%
+311.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -4.0% | +2.2% |
| 7D | -9.4% | -3.2% | -6.2% | -9.2% |
| 30D | -13.4% | -7.4% | -6.0% | -13.0% |
| 3M | -12.4% | +81.9% | -94.3% | -16.7% |
| 6M | -5.1% | +135.7% | -140.9% | -12.5% |
| YTD | +13.7% | +247.4% | -233.6% | +0.8% |
| 1Y | +11.4% | +162.3% | -150.8% | +1.0% |
| 3Y | +175.9% | +165.5% | +10.4% | +139.5% |
| 5Y | +98.4% | -21.3% | +119.7% | +78.6% |
| All | +230.9% | -80.5% | +311.4% | +214.1% |
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