+436.3%
JCI vs AMT
+1,431.6%
-995.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.3% |
| 7D | -9.4% | +0.5% | -9.9% | -9.6% |
| 30D | -13.4% | +13.6% | -27.0% | -16.0% |
| 3M | -12.4% | +11.5% | -23.9% | -14.8% |
| 6M | -5.1% | +6.9% | -12.1% | -7.4% |
| YTD | +13.7% | +10.8% | +2.9% | +9.8% |
| 1Y | +11.4% | +10.3% | +1.1% | +7.6% |
| 3Y | +175.9% | +12.4% | +163.5% | +161.0% |
| 5Y | +98.4% | -20.1% | +118.5% | +100.9% |
| 10Y | +311.2% | +116.8% | +194.3% | +231.7% |
| All | +436.3% | +1,431.6% | -995.3% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling