+101.3%
JNJ vs ACHR
-45.0%
+146.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -3.5% | -2.3% | -1.2% | -3.5% |
| 30D | +2.3% | -11.3% | +13.6% | +2.3% |
| 3M | +12.0% | +5.3% | +6.7% | +12.1% |
| 6M | +10.5% | -13.2% | +23.7% | +10.6% |
| YTD | +30.4% | -25.8% | +56.2% | +30.5% |
| 1Y | +52.1% | -34.3% | +86.4% | +52.3% |
| 3Y | +77.8% | -19.9% | +97.7% | +76.8% |
| 5Y | +82.9% | -42.7% | +125.5% | +84.9% |
| All | +101.3% | -45.0% | +146.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling