+307.6%
JCI vs ALK
-41.4%
+349.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | -6.9% | +7.8% | -14.8% | -9.7% |
| 3M | -6.3% | -15.2% | +8.9% | -2.3% |
| 6M | +2.6% | +5.0% | -2.5% | -1.2% |
| YTD | +21.8% | -18.4% | +40.2% | +25.1% |
| 1Y | +19.6% | -2.4% | +22.0% | +15.5% |
| 3Y | +194.9% | +19.8% | +175.2% | +150.2% |
| 5Y | +108.1% | -27.8% | +135.9% | +104.4% |
| 10Y | +307.6% | -42.0% | +349.6% | +273.3% |
| All | +307.6% | -41.4% | +349.0% | +273.3% |
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