+51.2%
JNJ vs AAL
+4.4%
+46.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.5% | +3.8% |
| 7D | +1.9% | +8.3% | -6.4% | +2.0% |
| 30D | +9.2% | +6.2% | +3.0% | +9.2% |
| 3M | +8.9% | -17.7% | +26.6% | +8.1% |
| 6M | +24.6% | +15.4% | +9.2% | +24.4% |
| YTD | +35.7% | -11.1% | +46.8% | +32.2% |
| 1Y | +51.2% | +7.7% | +43.5% | +51.8% |
| All | +51.2% | +4.4% | +46.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling