+293.5%
JCI vs ARMK
+131.4%
+162.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +3.2% | +2.7% | +0.5% | +2.3% |
| 30D | -8.6% | -1.5% | -7.1% | -8.0% |
| 3M | -7.7% | -11.6% | +3.8% | -3.9% |
| 6M | -2.6% | +6.7% | -9.3% | -4.5% |
| YTD | +17.4% | +47.4% | -30.1% | +3.4% |
| 1Y | +16.9% | +41.5% | -24.6% | +4.2% |
| 3Y | +186.7% | +95.5% | +91.2% | +128.0% |
| 5Y | +95.4% | +108.4% | -13.0% | +50.7% |
| All | +293.5% | +131.4% | +162.2% | +201.1% |
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