+9,018.2%
JNJ vs AA
+215.1%
+8,803.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.0% |
| 7D | +3.5% | +0.5% | +2.9% | +3.4% |
| 30D | +12.5% | -0.6% | +13.1% | +12.5% |
| 3M | +9.6% | -19.7% | +29.2% | +11.7% |
| 6M | +25.3% | -41.6% | +66.9% | +31.1% |
| YTD | +40.3% | -24.6% | +64.9% | +42.2% |
| 1Y | +49.6% | +4.9% | +44.8% | +46.4% |
| 3Y | +110.8% | +66.8% | +43.9% | +90.1% |
| 5Y | +99.1% | -19.4% | +118.5% | +86.8% |
| 10Y | +216.6% | +43.1% | +173.5% | +150.0% |
| All | +9,018.2% | +215.1% | +8,803.1% | +4,595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling