+28.0%
JNJ vs ADM
-8.0%
+36.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.3% | -11.8% | +18.1% | +6.7% |
| 3M | +8.5% | -11.3% | +19.8% | +8.6% |
| 6M | +28.0% | -10.0% | +38.0% | +27.5% |
| All | +28.0% | -8.0% | +36.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 6mo: compounded portfolio wealth divided by compounded ADM 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…
6mo analysis · Full analysis span regression · 6 months rolling