+36.1%
JCI vs AU
+100.5%
-64.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +3.8% | -3.6% | +7.5% | +4.3% |
| 30D | -5.7% | +23.9% | -29.5% | -8.6% |
| 3M | -1.4% | +19.1% | -20.5% | -4.3% |
| 6M | +4.1% | -0.2% | +4.3% | +2.6% |
| YTD | +21.7% | +32.5% | -10.7% | +15.6% |
| 1Y | +36.1% | +96.9% | -60.8% | +16.5% |
| All | +36.1% | +100.5% | -64.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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