+27.7%
JCI vs AG
+29.4%
-1.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.1% | -15.4% | -7.0% |
| 7D | -10.7% | -2.6% | -8.1% | -10.5% |
| 30D | -10.4% | -12.1% | +1.7% | -9.5% |
| 3M | -8.3% | -6.6% | -1.7% | -8.0% |
| 6M | -2.1% | -20.5% | +18.3% | -1.2% |
| YTD | +18.4% | -7.4% | +25.8% | +23.4% |
| 1Y | +27.7% | +33.4% | -5.7% | +35.7% |
| All | +27.7% | +29.4% | -1.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling