+192.5%
JNJ vs AA
+122.9%
+69.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -3.4% |
| 30D | +2.3% | -5.8% | +8.1% | +2.5% |
| 3M | +12.0% | -29.9% | +41.9% | +13.7% |
| 6M | +10.5% | -27.0% | +37.5% | +11.6% |
| YTD | +30.4% | -8.7% | +39.1% | +30.1% |
| 1Y | +52.1% | +50.6% | +1.5% | +47.7% |
| 3Y | +77.8% | +74.1% | +3.7% | +68.5% |
| 5Y | +82.9% | +2.6% | +80.3% | +74.5% |
| All | +192.5% | +122.9% | +69.6% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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