+440.2%
JCI vs ARMK
+350.8%
+89.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +3.8% | -2.4% | +6.2% | +4.6% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | -1.4% | +6.7% | -8.1% | -3.4% |
| 6M | +4.1% | +38.8% | -34.7% | -6.2% |
| YTD | +21.7% | +55.2% | -33.4% | +5.6% |
| 1Y | +36.1% | +46.6% | -10.5% | +20.0% |
| 3Y | +154.4% | +112.9% | +41.5% | +97.6% |
| 5Y | +112.0% | +144.0% | -31.9% | +56.7% |
| 10Y | +322.2% | +132.4% | +189.8% | +205.7% |
| All | +440.2% | +350.8% | +89.4% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling