+107.7%
JNJ vs ACM
-7.4%
+115.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +5.5% | +6.6% | -1.1% | +5.5% |
| 30D | +7.4% | +19.8% | -12.4% | +7.4% |
| 3M | +7.8% | -3.1% | +10.9% | +7.7% |
| 6M | +28.2% | -11.5% | +39.7% | +28.0% |
| YTD | +37.9% | -24.7% | +62.5% | +37.1% |
| 1Y | +52.4% | -45.1% | +97.4% | +52.0% |
| 3Y | +107.7% | -8.9% | +116.5% | +105.0% |
| All | +107.7% | -7.4% | +115.0% | +105.0% |
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 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