+11.4%
JCI vs ALK
-6.6%
+18.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -9.4% | +9.0% | -18.4% | -10.9% |
| 30D | -13.4% | -1.6% | -11.8% | -13.1% |
| 3M | -12.4% | -23.2% | +10.8% | -7.7% |
| 6M | -5.1% | -3.9% | -1.3% | -5.4% |
| YTD | +13.7% | -22.6% | +36.3% | +16.4% |
| 1Y | +11.4% | -5.3% | +16.7% | +9.6% |
| All | +11.4% | -6.6% | +18.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling