+293.5%
JCI vs AR
+57.4%
+236.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +3.2% | +7.4% | -4.2% | +2.3% |
| 30D | -8.6% | +5.8% | -14.4% | -9.2% |
| 3M | -7.7% | +5.2% | -13.0% | -8.5% |
| 6M | -2.6% | +5.4% | -8.0% | -3.6% |
| YTD | +17.4% | +12.4% | +4.9% | +14.7% |
| 1Y | +16.9% | +12.8% | +4.1% | +14.0% |
| 3Y | +186.7% | +47.2% | +139.6% | +167.8% |
| 5Y | +95.4% | +101.1% | -5.8% | +72.6% |
| All | +293.5% | +57.4% | +236.2% | +227.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling