+186.7%
JCI vs AMC
-59.1%
+245.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.2% |
| 7D | +3.2% | +3.5% | -0.3% | +3.0% |
| 30D | -8.6% | +12.5% | -21.1% | -9.0% |
| 3M | -7.7% | +23.6% | -31.3% | -8.5% |
| 6M | -2.6% | +144.4% | -146.9% | -7.0% |
| YTD | +17.4% | +108.3% | -91.0% | +12.4% |
| 1Y | +16.9% | +38.9% | -22.0% | +14.2% |
| 3Y | +186.7% | -58.9% | +245.6% | +211.3% |
| All | +186.7% | -59.1% | +245.9% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling