+37.1%
JCI vs AG
+124.1%
-86.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | -3.8% | +12.5% | -16.3% | -4.8% |
| 3M | -1.6% | +28.2% | -29.8% | -3.9% |
| 6M | +9.5% | -18.8% | +28.4% | +9.3% |
| YTD | +21.7% | +27.4% | -5.7% | +20.5% |
| 1Y | +37.1% | +132.2% | -95.0% | +31.3% |
| All | +37.1% | +124.1% | -86.9% | +31.3% |
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