+139.9%
JCI vs AMDL
+117.8%
+22.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -0.2% |
| 7D | +5.1% | +19.9% | -14.8% | +3.0% |
| 30D | -3.8% | +6.3% | -10.1% | -4.8% |
| 3M | +1.9% | -9.9% | +11.8% | +0.7% |
| 6M | +11.2% | +394.3% | -383.1% | -10.7% |
| YTD | +22.9% | +257.3% | -234.4% | -0.1% |
| 1Y | +37.4% | +508.5% | -471.2% | +1.0% |
| All | +139.9% | +117.8% | +22.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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