+165.2%
JCI vs ALM
+2,131.1%
-1,965.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +3.8% | -2.6% | +6.4% | +4.0% |
| 30D | -5.7% | +32.0% | -37.7% | -7.4% |
| 3M | -1.4% | -15.0% | +13.6% | -1.2% |
| 6M | +4.1% | -10.1% | +14.3% | +3.4% |
| YTD | +21.7% | +99.4% | -77.7% | +16.2% |
| 1Y | +36.1% | +316.4% | -280.2% | +24.8% |
| All | +165.2% | +2,131.1% | -1,965.9% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling