+82.5%
JNJ vs AA
+89.1%
-6.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -2.2% |
| 7D | -0.8% | +1.7% | -2.4% | -0.8% |
| 30D | +4.3% | +3.3% | +1.0% | +4.3% |
| 3M | +16.5% | -29.4% | +45.9% | +16.7% |
| 6M | +13.1% | -12.8% | +26.0% | +13.0% |
| YTD | +32.1% | -2.1% | +34.3% | +31.8% |
| 1Y | +54.5% | +62.8% | -8.3% | +53.3% |
| 3Y | +82.5% | +90.5% | -7.9% | +76.5% |
| All | +82.5% | +89.1% | -6.6% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling