+480.3%
JCI vs AR
-27.2%
+507.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +3.8% | +2.5% | +1.3% | +3.5% |
| 30D | -5.7% | +14.8% | -20.5% | -7.2% |
| 3M | -1.4% | +6.2% | -7.6% | -2.3% |
| 6M | +4.1% | +4.3% | -0.2% | +3.1% |
| YTD | +21.7% | +14.4% | +7.4% | +19.0% |
| 1Y | +36.1% | +21.3% | +14.8% | +31.6% |
| 3Y | +154.4% | +39.8% | +114.6% | +139.3% |
| 5Y | +112.0% | +142.1% | -30.0% | +83.7% |
| 10Y | +322.2% | +52.0% | +270.2% | +241.9% |
| All | +480.3% | -27.2% | +507.5% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling