+2,221.0%
JCI vs AME
+19,084.4%
-16,863.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +3.2% | +5.9% | -2.7% | +0.8% |
| 30D | -8.6% | -1.9% | -6.7% | -7.6% |
| 3M | -7.7% | -5.4% | -2.4% | -5.3% |
| 6M | -2.6% | +4.9% | -7.5% | -3.9% |
| YTD | +17.4% | +18.5% | -1.1% | +10.2% |
| 1Y | +16.9% | +25.5% | -8.5% | +7.2% |
| 3Y | +186.7% | +63.0% | +123.7% | +135.9% |
| 5Y | +95.4% | +78.3% | +17.1% | +56.5% |
| 10Y | +292.7% | +447.1% | -154.4% | +109.5% |
| All | +2,221.0% | +19,084.4% | -16,863.3% | +440.2% |
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