+404.7%
JCI vs ARMK
+317.2%
+87.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.7% | +1.3% |
| 7D | -9.4% | -2.6% | -6.8% | -8.5% |
| 30D | -13.4% | -5.2% | -8.2% | -11.8% |
| 3M | -12.4% | -6.5% | -5.9% | -10.4% |
| 6M | -5.1% | +15.3% | -20.4% | -9.3% |
| YTD | +13.7% | +43.6% | -29.9% | +1.3% |
| 1Y | +11.4% | +42.1% | -30.6% | -0.6% |
| 3Y | +175.9% | +94.0% | +81.9% | +121.1% |
| 5Y | +98.4% | +96.3% | +2.1% | +56.6% |
| 10Y | +311.2% | +126.7% | +184.5% | +201.6% |
| All | +404.7% | +317.2% | +87.5% | +246.4% |
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