+116.9%
JCI vs ALK
-25.3%
+142.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | -5.7% | -19.2% | +13.6% | +0.1% |
| 3M | -1.4% | -1.5% | +0.1% | -1.9% |
| 6M | +4.1% | -13.1% | +17.2% | +6.1% |
| YTD | +21.7% | -16.4% | +38.2% | +24.8% |
| 1Y | +36.1% | -33.1% | +69.2% | +48.5% |
| 3Y | +154.4% | +0.6% | +153.8% | +129.7% |
| All | +116.9% | -25.3% | +142.1% | +107.2% |
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