+115.0%
JCI vs ALB
-43.6%
+158.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | +5.1% | -4.4% | +9.5% | +5.9% |
| 30D | -3.8% | -1.2% | -2.7% | -3.8% |
| 3M | +1.9% | -13.3% | +15.2% | +4.2% |
| 6M | +11.2% | -19.8% | +31.0% | +14.4% |
| YTD | +22.9% | -7.9% | +30.9% | +22.1% |
| 1Y | +37.4% | +60.2% | -22.8% | +20.4% |
| 3Y | +167.8% | -26.4% | +194.3% | +162.2% |
| 5Y | +115.0% | -42.5% | +157.6% | +112.8% |
| All | +115.0% | -43.6% | +158.6% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling