+341.0%
JCI vs ALM
+3,082.3%
-2,741.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | +4.1% | +3.6% | +0.5% | +3.9% |
| 30D | -3.8% | +33.8% | -37.6% | -5.0% |
| 3M | -1.6% | +14.8% | -16.4% | -2.5% |
| 6M | +9.5% | -7.0% | +16.5% | +8.9% |
| YTD | +21.7% | +108.1% | -86.3% | +17.7% |
| 1Y | +37.1% | +313.8% | -276.6% | +29.2% |
| 3Y | +165.2% | +2,227.6% | -2,062.4% | +134.6% |
| 5Y | +110.3% | +956.6% | -846.3% | +88.2% |
| 10Y | +341.0% | +3,082.3% | -2,741.3% | +296.5% |
| All | +341.0% | +3,082.3% | -2,741.3% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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