+301.7%
JCI vs AMT
+116.9%
+184.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -10.1% | +3.7% | -13.8% | -11.3% |
| 3M | -6.8% | +10.7% | -17.5% | -9.7% |
| 6M | +2.0% | +9.3% | -7.3% | -1.7% |
| YTD | +19.2% | +10.9% | +8.2% | +13.9% |
| 1Y | +16.7% | +10.5% | +6.2% | +11.6% |
| 3Y | +194.3% | +15.5% | +178.8% | +167.0% |
| 5Y | +103.0% | -20.6% | +123.6% | +108.4% |
| 10Y | +301.7% | +124.5% | +177.2% | +224.6% |
| All | +301.7% | +116.9% | +184.9% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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