+321.5%
JCI vs ACM
+250.7%
+70.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +2.8% |
| 7D | -3.4% | +6.9% | -10.3% | -5.9% |
| 30D | -10.1% | +19.1% | -29.2% | -16.1% |
| 3M | -6.8% | -6.9% | +0.2% | -5.2% |
| 6M | +2.0% | -12.0% | +14.0% | +5.1% |
| YTD | +19.2% | -25.1% | +44.3% | +29.9% |
| 1Y | +16.7% | -45.4% | +62.2% | +43.6% |
| 3Y | +194.3% | -6.9% | +201.2% | +192.5% |
| 5Y | +103.0% | +3.7% | +99.3% | +93.3% |
| 10Y | +301.7% | +135.8% | +166.0% | +171.1% |
| All | +321.5% | +250.7% | +70.9% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling