+78.8%
JNJ vs AAL
-7.7%
+86.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.0% | -1.3% | -1.7% | -2.9% |
| 30D | +2.5% | -13.7% | +16.2% | +2.6% |
| 3M | +13.2% | -8.2% | +21.4% | +13.2% |
| 6M | +11.3% | +13.1% | -1.8% | +10.9% |
| YTD | +31.1% | -15.6% | +46.7% | +31.0% |
| 1Y | +54.3% | +1.4% | +52.9% | +53.6% |
| All | +78.8% | -7.7% | +86.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling