+254.2%
JCI vs ABCL
-81.3%
+335.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +3.8% | +0.7% | +3.1% | +3.8% |
| 30D | -5.7% | +93.1% | -98.7% | -10.6% |
| 3M | -1.4% | +79.4% | -80.8% | -6.5% |
| 6M | +4.1% | +214.9% | -210.7% | -6.2% |
| YTD | +21.7% | +234.2% | -212.5% | +8.4% |
| 1Y | +36.1% | +174.8% | -138.6% | +22.4% |
| 3Y | +154.4% | +104.5% | +50.0% | +124.7% |
| 5Y | +112.0% | -39.0% | +151.0% | +91.5% |
| All | +254.2% | -81.3% | +335.4% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling