+133.6%
JCI vs BAM
+71.9%
+61.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.3% |
| 7D | +5.1% | -1.6% | +6.7% | +5.7% |
| 30D | -3.8% | -6.0% | +2.2% | -1.7% |
| 3M | +1.9% | +7.3% | -5.5% | -1.5% |
| 6M | +11.2% | +8.2% | +3.0% | +6.5% |
| YTD | +22.9% | -3.8% | +26.8% | +22.9% |
| 1Y | +37.4% | -10.7% | +48.1% | +41.4% |
| 3Y | +167.8% | +55.3% | +112.5% | +113.9% |
| All | +133.6% | +71.9% | +61.7% | +77.6% |
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