+2,175.9%
JCI vs ALB
+2,835.3%
-659.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +3.1% |
| 7D | +3.8% | -8.1% | +11.9% | +6.1% |
| 30D | -5.7% | +6.3% | -11.9% | -7.6% |
| 3M | -1.4% | -23.6% | +22.2% | +5.4% |
| 6M | +4.1% | -24.6% | +28.7% | +10.4% |
| YTD | +21.7% | -10.3% | +32.0% | +21.4% |
| 1Y | +36.1% | +61.5% | -25.3% | +12.9% |
| 3Y | +154.4% | -34.0% | +188.4% | +149.8% |
| 5Y | +112.0% | -44.6% | +156.6% | +107.8% |
| 10Y | +322.2% | +76.1% | +246.1% | +161.4% |
| All | +2,175.9% | +2,835.3% | -659.4% | +550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling