+16.9%
JCI vs AS
-3.7%
+20.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | +3.2% | -4.9% | +8.0% | +3.9% |
| 30D | -8.6% | +3.9% | -12.5% | -9.2% |
| 3M | -7.7% | -9.6% | +1.9% | -6.7% |
| 6M | -2.6% | -8.7% | +6.1% | -2.4% |
| YTD | +17.4% | -19.8% | +37.2% | +17.8% |
| 1Y | +16.9% | -1.5% | +18.5% | +16.4% |
| All | +16.9% | -3.7% | +20.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling