+219.1%
JNJ vs ACM
+131.3%
+87.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +4.1% | +5.1% | -1.0% | +3.4% |
| 30D | +14.0% | +18.7% | -4.6% | +11.5% |
| 3M | +9.2% | +15.5% | -6.2% | +7.0% |
| 6M | +27.8% | +1.2% | +26.6% | +27.0% |
| YTD | +39.2% | -25.2% | +64.4% | +43.6% |
| 1Y | +49.1% | -46.3% | +95.4% | +61.5% |
| 3Y | +109.7% | -9.6% | +119.2% | +106.1% |
| 5Y | +97.6% | +4.4% | +93.2% | +87.1% |
| All | +219.1% | +131.3% | +87.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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