+186.7%
JCI vs AFRM
+192.6%
-5.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +3.2% | -4.4% | +7.6% | +3.8% |
| 30D | -8.6% | -7.7% | -0.9% | -7.8% |
| 3M | -7.7% | -16.9% | +9.1% | -6.0% |
| 6M | -2.6% | +2.5% | -5.1% | -3.8% |
| YTD | +17.4% | -12.5% | +29.9% | +17.2% |
| 1Y | +16.9% | -11.0% | +27.9% | +16.3% |
| 3Y | +186.7% | +184.6% | +2.2% | +131.4% |
| All | +186.7% | +192.6% | -5.9% | +131.4% |
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