+325.3%
JCI vs AR
+45.1%
+280.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +5.1% | -1.8% | +6.9% | +5.3% |
| 30D | -3.8% | +12.6% | -16.4% | -5.2% |
| 3M | +1.9% | +10.0% | -8.1% | +0.5% |
| 6M | +11.2% | +0.6% | +10.6% | +10.6% |
| YTD | +22.9% | +13.4% | +9.5% | +20.2% |
| 1Y | +37.4% | +21.7% | +15.7% | +32.7% |
| 3Y | +167.8% | +45.8% | +122.0% | +150.4% |
| 5Y | +115.0% | +144.3% | -29.2% | +85.9% |
| 10Y | +325.3% | +41.8% | +283.5% | +258.7% |
| All | +325.3% | +45.1% | +280.2% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling