+98.8%
JCI vs AG
+12.9%
+85.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.5% |
| 7D | -9.4% | +6.3% | -15.7% | -10.0% |
| 30D | -13.4% | -8.9% | -4.5% | -12.7% |
| 3M | -12.4% | -12.2% | -0.2% | -11.6% |
| 6M | -5.1% | -28.3% | +23.2% | -3.0% |
| YTD | +13.7% | -8.8% | +22.6% | +12.6% |
| 1Y | +11.4% | +39.4% | -27.9% | +5.7% |
| 3Y | +175.9% | +229.4% | -53.5% | +129.2% |
| All | +98.8% | +12.9% | +85.9% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling