+95.0%
JCI vs ALK
-31.3%
+126.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +3.2% | -1.2% | +4.4% | +3.5% |
| 30D | -8.6% | +7.7% | -16.3% | -11.0% |
| 3M | -7.7% | -19.0% | +11.2% | -2.7% |
| 6M | -2.6% | -0.2% | -2.4% | -4.6% |
| YTD | +17.4% | -23.5% | +40.9% | +22.7% |
| 1Y | +16.9% | -9.1% | +26.0% | +15.3% |
| 3Y | +186.7% | +12.0% | +174.7% | +142.8% |
| All | +95.0% | -31.3% | +126.4% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling