+442.1%
JCI vs AR
-33.4%
+475.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -9.4% | -14.3% | +4.9% | -7.7% |
| 30D | -13.4% | +1.4% | -14.8% | -13.6% |
| 3M | -12.4% | +3.4% | -15.8% | -12.9% |
| 6M | -5.1% | -2.1% | -3.1% | -5.3% |
| YTD | +13.7% | +4.7% | +9.0% | +12.1% |
| 1Y | +11.4% | +10.6% | +0.8% | +8.9% |
| 3Y | +175.9% | +24.6% | +151.3% | +162.9% |
| 5Y | +98.4% | +71.9% | +26.5% | +78.5% |
| 10Y | +311.2% | +46.4% | +264.8% | +234.4% |
| All | +442.1% | -33.4% | +475.5% | +375.1% |
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 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