+123.0%
JCI vs BAM
+81.2%
+41.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | -2.7% | +5.9% | +4.2% |
| 30D | -8.6% | +15.5% | -24.1% | -13.9% |
| 3M | -7.7% | -6.9% | -0.9% | -5.6% |
| 6M | -2.6% | +9.9% | -12.5% | -7.2% |
| YTD | +17.4% | +1.4% | +16.0% | +14.5% |
| 1Y | +16.9% | +3.3% | +13.6% | +13.0% |
| 3Y | +186.7% | +83.6% | +103.1% | +114.8% |
| All | +123.0% | +81.2% | +41.7% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling