+159.4%
JCI vs AS
+134.9%
+24.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -9.4% | +6.9% | -16.3% | -10.5% |
| 30D | -13.4% | +16.0% | -29.4% | -15.7% |
| 3M | -12.4% | -12.8% | +0.5% | -10.7% |
| 6M | -5.1% | -15.4% | +10.2% | -3.0% |
| YTD | +13.7% | -15.7% | +29.5% | +15.6% |
| 1Y | +11.4% | +6.1% | +5.3% | +8.8% |
| All | +159.4% | +134.9% | +24.6% | +128.8% |
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