+16.4%
JCI vs ALK
-4.9%
+21.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +3.5% |
| 7D | -3.4% | +8.9% | -12.3% | -4.9% |
| 30D | -10.1% | +5.9% | -16.1% | -11.0% |
| 3M | -6.8% | -16.5% | +9.8% | -3.3% |
| 6M | +2.0% | +2.1% | -0.1% | +0.6% |
| YTD | +19.2% | -17.1% | +36.3% | +20.5% |
| All | +16.4% | -4.9% | +21.3% | +13.7% |
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