+325.3%
JCI vs AMT
+94.9%
+230.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -3.8% | +1.8% | -5.7% | -4.4% |
| 3M | +1.9% | -6.2% | +8.1% | +3.2% |
| 6M | +11.2% | -5.0% | +16.2% | +11.8% |
| YTD | +22.9% | +2.1% | +20.9% | +20.6% |
| 1Y | +37.4% | -5.7% | +43.1% | +37.8% |
| 3Y | +167.8% | +7.9% | +159.9% | +147.5% |
| 5Y | +115.0% | -32.3% | +147.4% | +132.8% |
| 10Y | +325.3% | +95.0% | +230.3% | +244.5% |
| All | +325.3% | +94.9% | +230.4% | +244.5% |
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