+108.8%
JCI vs AMCR
-9.6%
+118.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +0.4% | -5.0% | +5.4% | +2.3% |
| 30D | -7.7% | -8.0% | +0.3% | -5.0% |
| 3M | +2.8% | +14.3% | -11.5% | -3.2% |
| 6M | +7.2% | +5.3% | +1.9% | +3.9% |
| YTD | +20.0% | +7.7% | +12.2% | +14.4% |
| 1Y | +33.3% | +10.8% | +22.4% | +25.3% |
| 3Y | +161.3% | +9.6% | +151.7% | +138.6% |
| 5Y | +108.8% | -10.2% | +119.0% | +110.2% |
| All | +108.8% | -9.6% | +118.4% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling