+83.4%
JNJ vs AAL
-36.6%
+120.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -4.3% | -0.9% | -3.4% | -4.3% |
| 30D | +3.0% | -16.0% | +19.0% | +3.2% |
| 3M | +12.2% | -4.2% | +16.5% | +12.2% |
| 6M | +10.5% | +15.7% | -5.2% | +10.0% |
| YTD | +30.8% | -16.2% | +47.0% | +30.8% |
| 1Y | +54.9% | +0.2% | +54.7% | +54.4% |
| 3Y | +80.7% | -8.1% | +88.7% | +79.0% |
| 5Y | +83.4% | -32.2% | +115.6% | +80.8% |
| All | +83.4% | -36.6% | +120.1% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling