+38.5%
JCI vs ALM
+330.1%
-291.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.8% | +0.3% |
| 7D | +5.1% | +8.4% | -3.3% | +4.4% |
| 30D | -3.8% | +34.8% | -38.7% | -6.5% |
| 3M | +1.9% | +16.2% | -14.3% | -0.2% |
| 6M | +11.2% | +2.1% | +9.1% | +8.9% |
| YTD | +22.9% | +117.0% | -94.1% | +16.5% |
| All | +38.5% | +330.1% | -291.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling