+476.4%
JCI vs ALM
+3,507.4%
-3,031.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | -9.4% | -6.7% | -2.7% | -9.4% |
| 30D | -13.4% | -32.9% | +19.5% | -13.3% |
| 3M | -12.4% | -39.5% | +27.1% | -12.3% |
| 6M | -5.1% | -62.0% | +56.8% | -4.9% |
| YTD | +13.7% | -7.8% | +21.6% | +13.7% |
| 1Y | +11.4% | +26.7% | -15.3% | +11.3% |
| 3Y | +175.9% | +825.4% | -649.5% | +174.6% |
| 5Y | +98.4% | +401.2% | -302.8% | +97.5% |
| 10Y | +311.2% | +2,074.0% | -1,762.9% | +309.2% |
| All | +476.4% | +3,507.4% | -3,031.0% | +474.8% |
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