+2,307.7%
JCI vs AME
+18,709.1%
-16,401.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | -5.7% | -6.7% | +1.0% | -2.9% |
| 3M | -1.4% | +4.1% | -5.5% | -2.8% |
| 6M | +4.1% | +1.6% | +2.6% | +3.8% |
| YTD | +21.7% | +16.1% | +5.6% | +14.8% |
| 1Y | +36.1% | +27.3% | +8.8% | +23.4% |
| 3Y | +154.4% | +50.9% | +103.6% | +115.3% |
| 5Y | +112.0% | +81.4% | +30.7% | +68.2% |
| 10Y | +322.2% | +417.0% | -94.7% | +129.2% |
| All | +2,307.7% | +18,709.1% | -16,401.3% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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