+2,307.7%
JCI vs ALK
+839.9%
+1,467.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -1.4% | -1.5% | +0.1% | -1.7% |
| 6M | +4.1% | -13.1% | +17.2% | +5.9% |
| YTD | +21.7% | -16.4% | +38.2% | +24.5% |
| 1Y | +36.1% | -33.1% | +69.2% | +46.2% |
| 3Y | +154.4% | +0.6% | +153.8% | +138.7% |
| 5Y | +112.0% | -26.4% | +138.4% | +111.2% |
| 10Y | +322.2% | -34.2% | +356.4% | +300.6% |
| All | +2,307.7% | +839.9% | +1,467.9% | +808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling