+2,127.9%
JCI vs ALB
+2,211.7%
-83.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.4% | +9.5% | -12.9% | -6.0% |
| 30D | -10.1% | -2.1% | -8.0% | -9.8% |
| 3M | -6.8% | -24.1% | +17.4% | -0.3% |
| 6M | +2.0% | -51.0% | +53.0% | +22.3% |
| YTD | +19.2% | -29.3% | +48.5% | +26.2% |
| 1Y | +16.7% | +3.2% | +13.6% | +10.5% |
| 3Y | +194.3% | -9.3% | +203.7% | +161.2% |
| 5Y | +103.0% | -61.6% | +164.7% | +120.4% |
| 10Y | +301.7% | +40.8% | +261.0% | +163.5% |
| All | +2,127.9% | +2,211.7% | -83.8% | +576.8% |
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