+341.0%
JCI vs ARMK
+134.7%
+206.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +4.1% | +0.3% | +3.7% | +4.0% |
| 30D | -3.8% | +2.4% | -6.2% | -4.6% |
| 3M | -1.6% | +6.1% | -7.7% | -3.5% |
| 6M | +9.5% | +41.8% | -32.2% | -2.3% |
| YTD | +21.7% | +55.5% | -33.8% | +5.2% |
| 1Y | +37.1% | +49.6% | -12.4% | +19.8% |
| 3Y | +165.2% | +122.8% | +42.4% | +101.9% |
| 5Y | +110.3% | +151.0% | -40.7% | +53.2% |
| 10Y | +341.0% | +138.0% | +203.0% | +231.3% |
| All | +341.0% | +134.7% | +206.3% | +231.3% |
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