+27.7%
JCI vs AMBA
-25.6%
+53.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.5% | -6.0% |
| 7D | -10.7% | -8.1% | -2.6% | -9.4% |
| 30D | -10.4% | -10.8% | +0.3% | -8.8% |
| 3M | -8.3% | -25.9% | +17.7% | -4.1% |
| 6M | -2.1% | -13.9% | +11.7% | -2.2% |
| YTD | +18.4% | -14.0% | +32.4% | +15.1% |
| 1Y | +27.7% | -25.7% | +53.3% | +26.1% |
| All | +27.7% | -25.6% | +53.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling