+193.4%
JNJ vs ACM
+131.7%
+61.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -4.3% | -5.9% | +1.6% | -3.6% |
| 30D | +3.0% | -6.2% | +9.2% | +3.7% |
| 3M | +12.2% | -7.9% | +20.1% | +13.1% |
| 6M | +10.5% | -30.6% | +41.1% | +15.4% |
| YTD | +30.8% | -33.3% | +64.1% | +36.9% |
| 1Y | +54.9% | -49.2% | +104.1% | +68.3% |
| 3Y | +80.7% | -23.5% | +104.1% | +82.0% |
| 5Y | +83.4% | +0.9% | +82.5% | +74.1% |
| All | +193.4% | +131.7% | +61.7% | +132.0% |
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