+307.6%
JCI vs AMC
-98.7%
+406.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.6% | +2.5% |
| 7D | +2.9% | -2.8% | +5.7% | +3.0% |
| 30D | -6.9% | +14.0% | -20.9% | -7.2% |
| 3M | -6.3% | +42.5% | -48.8% | -7.0% |
| 6M | +2.6% | +142.6% | -140.0% | +0.2% |
| YTD | +21.8% | +119.2% | -97.4% | +19.0% |
| 1Y | +19.6% | +40.7% | -21.1% | +17.9% |
| 3Y | +194.9% | -57.3% | +252.2% | +194.1% |
| 5Y | +108.1% | -99.1% | +207.3% | +115.9% |
| 10Y | +307.6% | -98.7% | +406.3% | +320.2% |
| All | +307.6% | -98.7% | +406.3% | +320.2% |
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