+301.7%
JCI vs AMC
-98.6%
+400.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.3% | -3.5% | +4.6% |
| 7D | -3.4% | +6.6% | -10.0% | -3.6% |
| 30D | -10.1% | +14.1% | -24.2% | -10.4% |
| 3M | -6.8% | +31.3% | -38.1% | -7.4% |
| 6M | +2.0% | +126.7% | -124.7% | -0.2% |
| YTD | +19.2% | +117.9% | -98.8% | +16.5% |
| 1Y | +16.7% | +41.1% | -24.3% | +15.1% |
| 3Y | +194.3% | -61.0% | +255.3% | +193.9% |
| 5Y | +103.0% | -99.1% | +202.2% | +110.6% |
| 10Y | +301.7% | -98.7% | +400.4% | +306.1% |
| All | +301.7% | -98.6% | +400.4% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling