+115.0%
JCI vs ALM
+1,033.0%
-918.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.8% | +0.4% |
| 7D | +5.1% | +8.4% | -3.3% | +4.6% |
| 30D | -3.8% | +34.8% | -38.7% | -5.8% |
| 3M | +1.9% | +16.2% | -14.3% | +0.4% |
| 6M | +11.2% | +2.1% | +9.1% | +9.6% |
| YTD | +22.9% | +117.0% | -94.1% | +16.1% |
| 1Y | +37.4% | +313.9% | -276.5% | +24.6% |
| 3Y | +167.8% | +2,327.9% | -2,160.1% | +116.2% |
| 5Y | +115.0% | +1,040.6% | -925.6% | +77.3% |
| All | +115.0% | +1,033.0% | -918.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling