+16.9%
JCI vs AMBA
-35.5%
+52.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.0% |
| 7D | +3.2% | +2.7% | +0.5% | +2.7% |
| 30D | -8.6% | -2.2% | -6.4% | -8.2% |
| 3M | -7.7% | -26.6% | +18.9% | -3.6% |
| 6M | -2.6% | -26.8% | +24.2% | -0.4% |
| YTD | +17.4% | -15.1% | +32.5% | +14.3% |
| 1Y | +16.9% | -32.3% | +49.2% | +14.5% |
| All | +16.9% | -35.5% | +52.4% | +14.5% |
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