+95.0%
JCI vs ALB
-64.0%
+159.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | +3.2% | -5.8% | +8.9% | +4.3% |
| 30D | -8.6% | -4.5% | -4.1% | -7.9% |
| 3M | -7.7% | -28.1% | +20.3% | -2.4% |
| 6M | -2.6% | -53.2% | +50.6% | +11.1% |
| YTD | +17.4% | -33.3% | +50.7% | +23.3% |
| 1Y | +16.9% | -17.4% | +34.3% | +17.5% |
| 3Y | +186.7% | -14.1% | +200.9% | +162.7% |
| All | +95.0% | -64.0% | +159.0% | +114.0% |
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