+208.4%
JCI vs AFRM
-20.4%
+228.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +3.8% | -7.0% | +10.8% | +4.5% |
| 30D | -5.7% | -7.8% | +2.1% | -5.1% |
| 3M | -1.4% | +5.3% | -6.7% | -2.2% |
| 6M | +4.1% | +42.6% | -38.5% | -0.2% |
| YTD | +21.7% | -2.8% | +24.5% | +20.7% |
| 1Y | +36.1% | -19.3% | +55.4% | +36.7% |
| 3Y | +154.4% | +231.0% | -76.5% | +114.2% |
| 5Y | +112.0% | -22.2% | +134.3% | +76.8% |
| All | +208.4% | -20.4% | +228.9% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling