+102.4%
JNJ vs ACHR
-45.8%
+148.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.8% |
| 7D | -3.0% | -2.7% | -0.3% | -3.0% |
| 30D | +2.5% | -12.1% | +14.7% | +2.5% |
| 3M | +13.2% | +3.4% | +9.9% | +13.4% |
| 6M | +11.3% | -15.6% | +26.9% | +11.4% |
| YTD | +31.1% | -26.9% | +58.0% | +31.2% |
| 1Y | +54.3% | -34.8% | +89.1% | +54.4% |
| 3Y | +81.1% | -19.2% | +100.4% | +80.2% |
| 5Y | +82.7% | -43.8% | +126.5% | +84.8% |
| All | +102.4% | -45.8% | +148.3% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling