+517.0%
JCI vs ALM
+7,705.7%
-7,188.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +3.8% | -2.6% | +6.4% | +3.8% |
| 30D | -5.7% | +32.0% | -37.7% | -5.7% |
| 3M | -1.4% | -15.0% | +13.6% | -1.4% |
| 6M | +4.1% | -10.1% | +14.3% | +4.1% |
| YTD | +21.7% | +99.4% | -77.7% | +21.5% |
| 1Y | +36.1% | +316.4% | -280.2% | +35.6% |
| 3Y | +154.4% | +2,022.0% | -1,867.5% | +152.7% |
| 5Y | +112.0% | +941.2% | -829.2% | +110.7% |
| 10Y | +322.2% | +2,950.3% | -2,628.1% | +319.3% |
| All | +517.0% | +7,705.7% | -7,188.8% | +513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling