+95.0%
JCI vs AFRM
-56.8%
+151.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +3.2% | -4.4% | +7.6% | +3.7% |
| 30D | -8.6% | -7.7% | -0.9% | -7.8% |
| 3M | -7.7% | -16.9% | +9.1% | -6.1% |
| 6M | -2.6% | +2.5% | -5.1% | -3.7% |
| 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% | +135.9% |
| All | +95.0% | -56.8% | +151.8% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling