+409.1%
JCI vs ALLY
+124.8%
+284.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | +3.7% | +0.2% | +2.6% |
| 30D | -5.7% | -2.3% | -3.4% | -5.0% |
| 3M | -1.4% | +3.8% | -5.2% | -2.8% |
| 6M | +4.1% | +9.7% | -5.6% | +0.3% |
| YTD | +21.7% | -1.4% | +23.2% | +21.3% |
| 1Y | +36.1% | +8.2% | +27.9% | +30.8% |
| 3Y | +154.4% | +66.5% | +88.0% | +104.5% |
| 5Y | +112.0% | +1.2% | +110.8% | +94.2% |
| 10Y | +322.2% | +191.4% | +130.8% | +146.0% |
| All | +409.1% | +124.8% | +284.2% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling