+415.4%
JCI vs AMC
-97.6%
+512.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.4% |
| 7D | +8.4% | +8.4% | 0.0% | +8.2% |
| 30D | -8.9% | +9.2% | -18.0% | -9.1% |
| 3M | -6.4% | +32.0% | -38.5% | -7.1% |
| 6M | +1.6% | +149.3% | -147.6% | -1.0% |
| YTD | +20.1% | +114.1% | -94.0% | +17.1% |
| 1Y | +17.2% | +35.8% | -18.5% | +15.5% |
| 3Y | +190.7% | -58.3% | +249.0% | +190.0% |
| 5Y | +99.9% | -99.2% | +199.0% | +108.7% |
| 10Y | +301.8% | -98.8% | +400.6% | +319.9% |
| All | +415.4% | -97.6% | +512.9% | +383.1% |
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 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