+690.9%
JNJ vs ACM
+250.9%
+440.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | +3.0% | -1.5% | +1.0% |
| 30D | +6.3% | +19.7% | -13.3% | +3.4% |
| 3M | +8.5% | +5.3% | +3.1% | +7.3% |
| 6M | +28.0% | -10.8% | +38.8% | +29.4% |
| YTD | +37.7% | -25.1% | +62.8% | +42.5% |
| 1Y | +47.9% | -45.8% | +93.7% | +61.1% |
| 3Y | +107.4% | -9.4% | +116.7% | +105.0% |
| 5Y | +97.7% | +4.8% | +93.0% | +88.6% |
| 10Y | +210.7% | +129.8% | +80.9% | +147.2% |
| All | +690.9% | +250.9% | +440.1% | +404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling