+756.7%
JCI vs AGI
+5,453.2%
-4,696.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +4.1% | +2.2% | +1.9% | +3.9% |
| 30D | -3.8% | +11.3% | -15.1% | -4.4% |
| 3M | -1.6% | +5.6% | -7.3% | -2.1% |
| 6M | +9.5% | -27.7% | +37.2% | +11.0% |
| YTD | +21.7% | -4.1% | +25.8% | +21.3% |
| 1Y | +37.1% | +13.8% | +23.4% | +35.3% |
| 3Y | +165.2% | +217.0% | -51.9% | +146.7% |
| 5Y | +110.3% | +404.3% | -294.0% | +90.0% |
| 10Y | +341.0% | +400.5% | -59.5% | +287.0% |
| All | +756.7% | +5,453.2% | -4,696.4% | +574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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