+126.4%
JCI vs BAM
+90.5%
+35.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.9% |
| 7D | -3.4% | +5.3% | -8.7% | -5.3% |
| 30D | -10.1% | +18.1% | -28.2% | -16.0% |
| 3M | -6.8% | +4.2% | -11.0% | -8.7% |
| 6M | +2.0% | +11.1% | -9.1% | -3.1% |
| YTD | +19.2% | +6.6% | +12.6% | +14.2% |
| 1Y | +16.7% | +6.2% | +10.5% | +11.9% |
| 3Y | +194.3% | +95.0% | +99.3% | +115.7% |
| All | +126.4% | +90.5% | +35.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling