+691.4%
JNJ vs AAL
-33.8%
+725.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | +2.7% | -3.7% | +6.4% | +2.9% |
| 30D | +7.4% | -20.8% | +28.2% | +8.8% |
| 3M | +21.2% | -1.3% | +22.5% | +21.0% |
| 6M | +13.4% | +5.4% | +8.0% | +12.6% |
| YTD | +35.1% | -14.4% | +49.5% | +35.6% |
| 1Y | +57.4% | +2.1% | +55.3% | +56.0% |
| 3Y | +86.8% | -10.6% | +97.3% | +83.8% |
| 5Y | +80.8% | -32.2% | +113.0% | +78.4% |
| 10Y | +202.7% | -62.7% | +265.5% | +195.6% |
| All | +691.4% | -33.8% | +725.2% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling