+42.1%
JCI vs AMRZ
-20.1%
+62.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.7% | -7.5% | +8.3% | +2.2% |
| 30D | -4.4% | -12.4% | +8.0% | -2.1% |
| 3M | +1.7% | -22.4% | +24.1% | +6.2% |
| 6M | +8.8% | -29.5% | +38.3% | +15.1% |
| YTD | +22.6% | -24.1% | +46.8% | +28.5% |
| 1Y | +36.2% | -26.3% | +62.5% | +40.8% |
| All | +42.1% | -20.1% | +62.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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