+162.1%
JCI vs AU
+574.0%
-411.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.1% |
| 7D | +0.4% | -7.0% | +7.4% | +1.0% |
| 30D | -7.7% | +7.3% | -15.0% | -8.5% |
| 3M | +2.8% | +33.2% | -30.5% | -0.4% |
| 6M | +7.2% | -0.6% | +7.9% | +6.3% |
| YTD | +20.0% | +26.2% | -6.2% | +16.6% |
| 1Y | +33.3% | +68.3% | -35.0% | +26.6% |
| All | +162.1% | +574.0% | -411.8% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling