+175.9%
JCI vs AMBA
+16.7%
+159.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.4% |
| 7D | -9.4% | -7.2% | -2.2% | -8.0% |
| 30D | -13.4% | -10.4% | -3.0% | -11.5% |
| 3M | -12.4% | -30.1% | +17.7% | -6.2% |
| 6M | -5.1% | -22.4% | +17.3% | -3.3% |
| YTD | +13.7% | -17.3% | +31.1% | +12.7% |
| 1Y | +11.4% | -35.4% | +46.8% | +15.8% |
| 3Y | +175.9% | +18.6% | +157.3% | +134.1% |
| All | +175.9% | +16.7% | +159.2% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling