+676.3%
JNJ vs ACM
+230.8%
+445.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -3.7% | +6.4% | +3.3% |
| 30D | +7.4% | -11.1% | +18.5% | +9.1% |
| 3M | +21.2% | -8.0% | +29.2% | +22.4% |
| 6M | +13.4% | -29.7% | +43.1% | +19.1% |
| YTD | +35.1% | -29.4% | +64.5% | +41.3% |
| 1Y | +57.4% | -46.4% | +103.9% | +71.7% |
| 3Y | +86.8% | -22.3% | +109.1% | +89.5% |
| 5Y | +80.8% | +4.5% | +76.3% | +72.2% |
| 10Y | +202.7% | +127.6% | +75.1% | +140.8% |
| All | +676.3% | +230.8% | +445.5% | +400.6% |
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