+99.9%
JCI vs ABCL
-23.2%
+123.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.2% |
| 7D | +8.4% | +4.4% | +4.0% | +8.0% |
| 30D | -8.9% | -7.9% | -1.0% | -8.3% |
| 3M | -6.4% | +12.2% | -18.7% | -7.9% |
| 6M | +1.6% | +134.7% | -133.1% | -8.8% |
| YTD | +20.1% | +239.8% | -219.7% | +2.0% |
| 1Y | +17.2% | +192.7% | -175.5% | +1.3% |
| 3Y | +190.7% | +187.6% | +3.1% | +136.8% |
| 5Y | +99.9% | -22.6% | +122.5% | +78.2% |
| All | +99.9% | -23.2% | +123.1% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling