+340.5%
JCI vs AMCR
+14.6%
+325.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | +0.7% | -6.3% | +7.0% | +3.2% |
| 30D | -4.4% | -7.8% | +3.4% | -1.6% |
| 3M | +1.7% | +7.5% | -5.9% | -1.9% |
| 6M | +8.8% | +2.7% | +6.1% | +6.4% |
| YTD | +22.6% | +6.0% | +16.6% | +17.8% |
| 1Y | +36.2% | +7.8% | +28.4% | +29.7% |
| 3Y | +168.0% | +5.8% | +162.2% | +151.4% |
| 5Y | +113.5% | -11.6% | +125.1% | +114.6% |
| All | +340.5% | +14.6% | +325.8% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling