+175.9%
JCI vs AFRM
+203.8%
-27.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | -9.4% | -7.3% | -2.1% | -8.6% |
| 30D | -13.4% | -9.6% | -3.8% | -12.5% |
| 3M | -12.4% | -11.1% | -1.3% | -11.5% |
| 6M | -5.1% | +3.9% | -9.0% | -6.5% |
| YTD | +13.7% | -8.5% | +22.2% | +13.0% |
| 1Y | +11.4% | +3.3% | +8.2% | +8.6% |
| 3Y | +175.9% | +213.7% | -37.8% | +138.5% |
| All | +175.9% | +203.8% | -27.9% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3y: compounded portfolio wealth divided by compounded AFRM 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…
3y analysis · Full analysis span regression · 6 months rolling