+168.0%
JCI vs AUR
+84.2%
+83.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | +2.1% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | -4.4% | -6.4% | +2.0% | -3.9% |
| 3M | +1.7% | +7.7% | -6.0% | +0.5% |
| 6M | +8.8% | +44.5% | -35.7% | +3.6% |
| YTD | +22.6% | +67.4% | -44.8% | +14.5% |
| 1Y | +36.2% | +15.4% | +20.8% | +31.8% |
| 3Y | +168.0% | +94.8% | +73.2% | +118.4% |
| All | +168.0% | +84.2% | +83.8% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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