+188.2%
JCI vs AFRM
-25.1%
+213.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.9% |
| 7D | -9.4% | -7.3% | -2.1% | -8.8% |
| 30D | -13.4% | -9.6% | -3.8% | -12.7% |
| 3M | -12.4% | -11.1% | -1.3% | -11.7% |
| 6M | -5.1% | +3.9% | -9.0% | -6.2% |
| YTD | +13.7% | -8.5% | +22.2% | +13.1% |
| 1Y | +11.4% | +3.3% | +8.2% | +9.3% |
| 3Y | +175.9% | +213.7% | -37.8% | +134.0% |
| 5Y | +98.4% | -58.5% | +156.9% | +66.9% |
| All | +188.2% | -25.1% | +213.2% | +137.0% |
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