+52.1%
JNJ vs ACHR
-32.6%
+84.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.2% |
| 7D | -3.5% | -2.3% | -1.2% | -3.6% |
| 30D | +2.3% | -11.3% | +13.6% | +1.9% |
| 3M | +12.0% | +5.3% | +6.7% | +12.9% |
| 6M | +10.5% | -13.2% | +23.7% | +11.2% |
| YTD | +30.4% | -25.8% | +56.2% | +31.0% |
| 1Y | +52.1% | -34.3% | +86.4% | +53.2% |
| All | +52.1% | -32.6% | +84.7% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling