+422.5%
JCI vs AMC
-98.1%
+520.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.8% |
| 7D | +3.8% | +2.3% | +1.5% | +3.8% |
| 30D | -5.7% | -0.7% | -4.9% | -5.7% |
| 3M | -1.4% | +35.2% | -36.6% | -2.4% |
| 6M | +4.1% | +124.6% | -120.4% | +1.6% |
| YTD | +21.7% | +69.9% | -48.1% | +19.5% |
| 1Y | +36.1% | -2.6% | +38.7% | +35.2% |
| 3Y | +154.4% | -79.8% | +234.2% | +157.0% |
| 5Y | +112.0% | -99.4% | +211.4% | +122.9% |
| 10Y | +322.2% | -98.9% | +421.1% | +333.9% |
| All | +422.5% | -98.1% | +520.6% | +392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling