+171.9%
JCI vs AS
+142.2%
+29.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.6% | +4.3% |
| 7D | -3.4% | +5.8% | -9.2% | -4.3% |
| 30D | -10.1% | +15.4% | -25.5% | -12.4% |
| 3M | -6.8% | -11.9% | +5.1% | -5.1% |
| 6M | +2.0% | -9.9% | +11.9% | +3.1% |
| YTD | +19.2% | -13.1% | +32.3% | +20.5% |
| 1Y | +16.7% | +9.9% | +6.9% | +13.4% |
| All | +171.9% | +142.2% | +29.6% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling