+301.7%
JCI vs ALLY
+201.0%
+100.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.8% | +4.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.5% |
| 30D | -10.1% | +3.4% | -13.6% | -11.4% |
| 3M | -6.8% | -11.1% | +4.3% | -3.2% |
| 6M | +2.0% | -11.5% | +13.5% | +5.7% |
| YTD | +19.2% | -12.3% | +31.5% | +23.3% |
| 1Y | +16.7% | +1.1% | +15.6% | +14.7% |
| 3Y | +194.3% | +64.8% | +129.5% | +135.4% |
| 5Y | +103.0% | -6.9% | +109.9% | +91.3% |
| 10Y | +301.7% | +194.9% | +106.8% | +129.0% |
| All | +301.7% | +201.0% | +100.7% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling