+644.3%
JCI vs AMBA
+837.3%
-193.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +3.8% | -11.0% | +14.8% | +5.7% |
| 30D | -5.7% | -23.2% | +17.5% | -1.8% |
| 3M | -1.4% | -12.7% | +11.3% | -0.7% |
| 6M | +4.1% | +11.2% | -7.1% | +0.1% |
| YTD | +21.7% | -11.2% | +33.0% | +20.5% |
| 1Y | +36.1% | -22.5% | +58.7% | +36.4% |
| 3Y | +154.4% | -1.3% | +155.7% | +137.3% |
| 5Y | +112.0% | -54.2% | +166.2% | +107.9% |
| 10Y | +322.2% | -6.1% | +328.3% | +253.8% |
| All | +644.3% | +837.3% | -193.0% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling