+325.3%
JCI vs ALK
-38.6%
+363.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.9% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | -3.8% | -18.5% | +14.6% | +2.2% |
| 3M | +1.9% | -3.6% | +5.4% | +2.0% |
| 6M | +11.2% | -3.7% | +14.9% | +9.9% |
| YTD | +22.9% | -19.0% | +42.0% | +27.4% |
| 1Y | +37.4% | -36.0% | +73.4% | +52.4% |
| 3Y | +167.8% | +2.3% | +165.5% | +141.2% |
| 5Y | +115.0% | -27.8% | +142.8% | +111.8% |
| 10Y | +325.3% | -39.0% | +364.3% | +281.0% |
| All | +325.3% | -38.6% | +363.9% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling