+365.0%
JCI vs AG
+445.6%
-80.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.1% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | -5.7% | +19.2% | -24.8% | -7.3% |
| 3M | -1.4% | +6.2% | -7.6% | -2.4% |
| 6M | +4.1% | -26.7% | +30.8% | +6.0% |
| YTD | +21.7% | +26.1% | -4.4% | +17.3% |
| 1Y | +36.1% | +131.7% | -95.5% | +23.2% |
| 3Y | +154.4% | +255.3% | -100.9% | +114.9% |
| 5Y | +112.0% | +61.9% | +50.1% | +87.4% |
| 10Y | +322.2% | +72.0% | +250.2% | +243.4% |
| All | +365.0% | +445.6% | -80.6% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling