+27.7%
JCI vs AMC
+38.0%
-10.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.3% | -13.6% | -6.2% |
| 7D | -10.7% | +17.7% | -28.4% | -10.7% |
| 30D | -10.4% | +26.2% | -36.6% | -10.4% |
| 3M | -8.3% | +31.3% | -39.6% | -8.2% |
| 6M | -2.1% | +142.8% | -144.9% | -3.5% |
| YTD | +18.4% | +125.6% | -107.3% | +16.6% |
| 1Y | +27.7% | +40.2% | -12.6% | +33.1% |
| All | +27.7% | +38.0% | -10.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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