+301.7%
JCI vs ARMK
+131.1%
+170.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.4% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -10.1% | -0.4% | -9.8% | -9.8% |
| 3M | -6.8% | -2.0% | -4.8% | -6.1% |
| 6M | +2.0% | +22.0% | -20.0% | -4.4% |
| YTD | +19.2% | +49.6% | -30.4% | +4.5% |
| 1Y | +16.7% | +46.4% | -29.6% | +3.0% |
| 3Y | +194.3% | +103.2% | +91.1% | +131.4% |
| 5Y | +103.0% | +108.1% | -5.1% | +56.7% |
| 10Y | +301.7% | +129.4% | +172.3% | +205.8% |
| All | +301.7% | +131.1% | +170.6% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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