+36.1%
JCI vs ACM
-45.8%
+81.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | -3.7% | +7.6% | +4.4% |
| 30D | -5.7% | -11.1% | +5.4% | -3.8% |
| 3M | -1.4% | -8.0% | +6.6% | -0.1% |
| 6M | +4.1% | -29.7% | +33.8% | +11.5% |
| YTD | +21.7% | -29.4% | +51.1% | +29.5% |
| 1Y | +36.1% | -46.4% | +82.6% | +56.3% |
| All | +36.1% | -45.8% | +81.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling