+97.6%
JNJ vs AA
-16.1%
+113.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +4.1% | +5.3% | -1.2% | +4.1% |
| 30D | +14.0% | -2.3% | +16.3% | +14.0% |
| 3M | +9.2% | -20.8% | +30.0% | +9.4% |
| 6M | +27.8% | -39.8% | +67.6% | +28.3% |
| YTD | +39.2% | -23.3% | +62.5% | +39.2% |
| 1Y | +49.1% | +1.8% | +47.3% | +48.5% |
| 3Y | +109.7% | +69.5% | +40.1% | +105.3% |
| 5Y | +97.6% | -18.0% | +115.5% | +93.2% |
| All | +97.6% | -16.1% | +113.6% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling