+36.1%
JCI vs AMCR
+13.1%
+23.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.8% | -1.9% | +5.7% | +4.3% |
| 30D | -5.7% | -4.1% | -1.6% | -4.8% |
| 3M | -1.4% | +21.7% | -23.1% | -7.0% |
| 6M | +4.1% | +1.5% | +2.6% | +1.9% |
| YTD | +21.7% | +13.1% | +8.6% | +17.1% |
| 1Y | +36.1% | +13.0% | +23.1% | +29.8% |
| All | +36.1% | +13.1% | +23.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling