+678.5%
JCI vs AMCR
+96.6%
+581.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | +5.1% | -1.8% | +7.0% | +5.6% |
| 30D | -3.8% | -6.0% | +2.2% | -2.2% |
| 3M | +1.9% | +18.9% | -17.0% | -3.6% |
| 6M | +11.2% | +5.7% | +5.5% | +8.6% |
| YTD | +22.9% | +11.1% | +11.9% | +17.8% |
| 1Y | +37.4% | +12.7% | +24.7% | +30.9% |
| 3Y | +167.8% | +9.6% | +158.2% | +154.1% |
| 5Y | +115.0% | -10.3% | +125.4% | +115.7% |
| 10Y | +325.3% | +16.5% | +308.8% | +286.7% |
| All | +678.5% | +96.6% | +581.9% | +611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling