+288.2%
JCI vs ALB
+34.3%
+253.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +0.7% |
| 7D | -5.9% | +5.3% | -11.1% | -7.1% |
| 30D | -10.4% | -6.3% | -4.1% | -9.2% |
| 3M | -6.1% | -27.4% | +21.3% | +0.3% |
| 6M | +1.7% | -53.1% | +54.8% | +19.4% |
| YTD | +18.9% | -32.3% | +51.2% | +25.8% |
| 1Y | +16.1% | -7.3% | +23.4% | +13.5% |
| 3Y | +187.8% | -14.9% | +202.8% | +163.0% |
| 5Y | +103.2% | -62.0% | +165.2% | +121.6% |
| 10Y | +288.2% | +33.0% | +255.2% | +169.6% |
| All | +288.2% | +34.3% | +253.9% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling