+330.8%
JCI vs ADM
+178.5%
+152.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +0.4% | +3.0% | -2.6% | -0.7% |
| 30D | -7.7% | +8.7% | -16.4% | -10.6% |
| 3M | +2.8% | +7.6% | -4.8% | -0.4% |
| 6M | +7.2% | +26.9% | -19.6% | -2.8% |
| YTD | +20.0% | +54.3% | -34.3% | +0.6% |
| 1Y | +33.3% | +45.7% | -12.4% | +13.4% |
| 3Y | +161.3% | +21.9% | +139.4% | +132.3% |
| 5Y | +108.8% | +67.2% | +41.6% | +48.5% |
| All | +330.8% | +178.5% | +152.3% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling