+8,682.5%
JNJ vs AA
+295.2%
+8,387.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +7.4% | +5.0% | +2.4% | +6.7% |
| 3M | +21.2% | -35.8% | +57.0% | +26.1% |
| 6M | +13.4% | -18.4% | +31.8% | +14.7% |
| YTD | +35.1% | -5.5% | +40.6% | +34.2% |
| 1Y | +57.4% | +61.0% | -3.5% | +47.3% |
| 3Y | +86.8% | +66.2% | +20.6% | +68.8% |
| 5Y | +80.8% | +11.4% | +69.4% | +63.3% |
| 10Y | +202.7% | +116.9% | +85.9% | +127.6% |
| All | +8,682.5% | +295.2% | +8,387.3% | +4,331.1% |
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