+52.1%
JNJ vs AAL
+0.5%
+51.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | -3.5% | -0.9% | -2.6% | -3.5% |
| 30D | +2.3% | -12.9% | +15.2% | +1.8% |
| 3M | +12.0% | -11.2% | +23.2% | +11.5% |
| 6M | +10.5% | +17.8% | -7.4% | +11.0% |
| YTD | +30.4% | -15.1% | +45.5% | +27.9% |
| 1Y | +52.1% | +0.5% | +51.7% | +52.0% |
| All | +52.1% | +0.5% | +51.7% | +52.0% |
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