+82.5%
JNJ vs ACM
-19.8%
+102.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +4.3% | -12.9% | +17.2% | +4.4% |
| 3M | +16.5% | -6.4% | +22.9% | +16.5% |
| 6M | +13.1% | -29.2% | +42.4% | +13.1% |
| YTD | +32.1% | -29.9% | +62.1% | +31.9% |
| 1Y | +54.5% | -47.3% | +101.8% | +55.2% |
| 3Y | +82.5% | -19.6% | +102.1% | +75.8% |
| All | +82.5% | -19.8% | +102.3% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling