+112.9%
JCI vs AMT
-31.2%
+144.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -5.7% | +4.6% | -10.3% | -6.5% |
| 3M | -1.4% | -8.4% | +7.1% | +0.2% |
| 6M | +4.1% | -6.0% | +10.2% | +5.0% |
| YTD | +21.7% | +2.1% | +19.6% | +20.0% |
| 1Y | +36.1% | -6.4% | +42.5% | +37.0% |
| 3Y | +154.4% | +8.1% | +146.4% | +133.8% |
| All | +112.9% | -31.2% | +144.1% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling