+288.2%
JCI vs ALLY
+182.8%
+105.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.5% |
| 7D | -5.9% | -0.7% | -5.2% | -5.8% |
| 30D | -10.4% | +1.1% | -11.5% | -10.9% |
| 3M | -6.1% | -13.2% | +7.1% | -1.7% |
| 6M | +1.7% | -13.5% | +15.2% | +6.2% |
| YTD | +18.9% | -14.3% | +33.2% | +23.9% |
| 1Y | +16.1% | -1.1% | +17.3% | +14.9% |
| 3Y | +187.8% | +62.0% | +125.8% | +131.6% |
| 5Y | +103.2% | -9.6% | +112.8% | +93.5% |
| 10Y | +288.2% | +176.0% | +112.3% | +133.9% |
| All | +288.2% | +182.8% | +105.4% | +133.9% |
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