+166.8%
JCI vs ALB
-29.2%
+196.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +2.6% |
| 7D | +3.8% | -8.1% | +11.9% | +5.1% |
| 30D | -5.7% | +6.3% | -11.9% | -6.7% |
| 3M | -1.4% | -23.6% | +22.2% | +2.2% |
| 6M | +4.1% | -24.6% | +28.7% | +7.5% |
| YTD | +21.7% | -10.3% | +32.0% | +21.6% |
| 1Y | +36.1% | +61.5% | -25.3% | +22.8% |
| All | +166.8% | -29.2% | +196.0% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling