+175.9%
JCI vs AMT
+10.5%
+165.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.6% |
| 7D | -9.4% | +0.5% | -9.9% | -9.4% |
| 30D | -13.4% | +13.6% | -27.0% | -13.2% |
| 3M | -12.4% | +11.5% | -23.9% | -12.2% |
| 6M | -5.1% | +6.9% | -12.1% | -4.9% |
| YTD | +13.7% | +10.8% | +2.9% | +13.9% |
| 1Y | +11.4% | +10.3% | +1.1% | +11.6% |
| 3Y | +175.9% | +12.4% | +163.5% | +161.2% |
| All | +175.9% | +10.5% | +165.4% | +161.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling