+302.3%
JCI vs ACM
+233.3%
+69.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -9.4% | +5.4% | -14.8% | -11.3% |
| 30D | -13.4% | +15.1% | -28.5% | -18.1% |
| 3M | -12.4% | -10.5% | -1.9% | -9.6% |
| 6M | -5.1% | -19.7% | +14.6% | +1.3% |
| YTD | +13.7% | -28.8% | +42.6% | +26.4% |
| 1Y | +11.4% | -47.9% | +59.3% | +39.4% |
| 3Y | +175.9% | -12.4% | +188.2% | +180.6% |
| 5Y | +98.4% | +0.6% | +97.8% | +91.2% |
| 10Y | +311.2% | +161.3% | +149.9% | +167.8% |
| All | +302.3% | +233.3% | +69.0% | +125.6% |
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