+152.6%
JCI vs AS
+133.7%
+18.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -6.1% |
| 7D | -16.9% | +7.1% | -24.1% | -18.0% |
| 30D | -17.2% | +12.8% | -30.0% | -19.0% |
| 3M | -14.2% | -14.7% | +0.5% | -12.2% |
| 6M | -8.7% | -9.9% | +1.2% | -7.8% |
| YTD | +10.7% | -16.1% | +26.9% | +12.6% |
| 1Y | +9.7% | +0.2% | +9.6% | +8.2% |
| All | +152.6% | +133.7% | +18.9% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling