+19.6%
JCI vs AMT
+9.1%
+10.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +2.9% | -2.4% | +5.3% | +2.5% |
| 30D | -6.9% | +4.2% | -11.2% | -6.3% |
| 3M | -6.3% | +13.4% | -19.7% | -5.1% |
| 6M | +2.6% | +9.4% | -6.8% | +3.7% |
| YTD | +21.8% | +11.7% | +10.1% | +22.7% |
| 1Y | +19.6% | +7.1% | +12.5% | +21.8% |
| All | +19.6% | +9.1% | +10.5% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling