+16.9%
JCI vs ADM
+29.6%
-12.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.2% |
| 7D | +3.2% | +4.2% | -1.0% | +3.2% |
| 30D | -8.6% | -12.8% | +4.2% | -8.4% |
| 3M | -7.7% | -8.5% | +0.7% | -8.0% |
| 6M | -2.6% | -10.9% | +8.3% | -2.7% |
| YTD | +17.4% | +29.4% | -12.1% | +16.0% |
| 1Y | +16.9% | +27.5% | -10.6% | +15.0% |
| All | +16.9% | +29.6% | -12.7% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling