+175.9%
JCI vs AR
+19.9%
+155.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -9.4% | -14.3% | +4.9% | -7.0% |
| 30D | -13.4% | +1.4% | -14.8% | -13.6% |
| 3M | -12.4% | +3.4% | -15.8% | -13.1% |
| 6M | -5.1% | -2.1% | -3.1% | -5.3% |
| YTD | +13.7% | +4.7% | +9.0% | +10.7% |
| 1Y | +11.4% | +10.6% | +0.8% | +6.6% |
| 3Y | +175.9% | +24.6% | +151.3% | +142.1% |
| All | +175.9% | +19.9% | +155.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling