+502.4%
JCI vs ALM
+3,516.3%
-3,013.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +7.0% | -0.2% |
| 7D | -5.9% | -6.3% | +0.5% | -5.8% |
| 30D | -10.4% | -31.4% | +21.1% | -10.3% |
| 3M | -6.1% | -40.6% | +34.5% | -6.0% |
| 6M | +1.7% | -58.6% | +60.3% | +1.9% |
| YTD | +18.9% | -7.6% | +26.5% | +18.9% |
| 1Y | +16.1% | +13.8% | +2.3% | +16.1% |
| 3Y | +187.8% | +842.1% | -654.3% | +186.5% |
| 5Y | +103.2% | +407.4% | -304.2% | +102.3% |
| 10Y | +288.2% | +2,079.4% | -1,791.2% | +286.4% |
| All | +502.4% | +3,516.3% | -3,013.9% | +500.7% |
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