+381.7%
JCI vs AU
+783.5%
-401.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | -3.8% | +12.8% | -16.6% | -4.9% |
| 3M | +1.9% | +28.5% | -26.6% | -0.6% |
| 6M | +11.2% | +4.8% | +6.4% | +10.0% |
| YTD | +22.9% | +31.0% | -8.0% | +19.0% |
| 1Y | +37.4% | +81.4% | -44.1% | +29.1% |
| 3Y | +167.8% | +618.4% | -450.6% | +120.8% |
| 5Y | +115.0% | +686.3% | -571.3% | +73.0% |
| 10Y | +325.3% | +664.5% | -339.2% | +226.9% |
| All | +381.7% | +783.5% | -401.8% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling