+116.9%
JCI vs AMBA
-54.5%
+171.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +3.8% | -11.0% | +14.8% | +6.3% |
| 30D | -5.7% | -23.2% | +17.5% | -0.6% |
| 3M | -1.4% | -12.7% | +11.3% | -0.7% |
| 6M | +4.1% | +11.2% | -7.1% | -1.6% |
| YTD | +21.7% | -11.2% | +33.0% | +19.6% |
| 1Y | +36.1% | -22.5% | +58.7% | +35.8% |
| 3Y | +154.4% | -1.3% | +155.7% | +127.9% |
| All | +116.9% | -54.5% | +171.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling