+186.7%
JCI vs AMT
+16.9%
+169.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.2% |
| 7D | +3.2% | +1.5% | +1.7% | +3.3% |
| 30D | -8.6% | +6.8% | -15.4% | -8.4% |
| 3M | -7.7% | +11.2% | -19.0% | -7.5% |
| 6M | -2.6% | +12.5% | -15.0% | -2.3% |
| YTD | +17.4% | +12.5% | +4.9% | +17.7% |
| 1Y | +16.9% | +10.1% | +6.8% | +17.3% |
| 3Y | +186.7% | +16.0% | +170.7% | +173.5% |
| All | +186.7% | +16.9% | +169.8% | +173.5% |
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 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