+114.4%
JCI vs AUR
-35.1%
+149.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | +1.7% | +7.7% | -6.0% | +0.6% |
| 6M | +8.8% | +44.5% | -35.7% | +3.8% |
| YTD | +22.6% | +67.4% | -44.8% | +14.9% |
| 1Y | +36.2% | +15.4% | +20.8% | +31.9% |
| 3Y | +168.0% | +94.8% | +73.2% | +130.7% |
| All | +114.4% | -35.1% | +149.4% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling