+16.1%
JCI vs ALB
-5.3%
+21.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +0.2% |
| 7D | -5.9% | +5.3% | -11.1% | -6.5% |
| 30D | -10.4% | -6.3% | -4.1% | -9.8% |
| 3M | -6.1% | -27.4% | +21.3% | -3.1% |
| 6M | +1.7% | -53.1% | +54.8% | +8.3% |
| YTD | +18.9% | -32.3% | +51.2% | +25.7% |
| 1Y | +16.1% | -7.3% | +23.4% | +21.1% |
| All | +16.1% | -5.3% | +21.4% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling