+192.5%
JNJ vs AFL
+303.3%
-110.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.5% | -1.6% | -1.9% | -3.1% |
| 30D | +2.3% | -4.0% | +6.3% | +3.4% |
| 3M | +12.0% | -0.5% | +12.5% | +12.2% |
| 6M | +10.5% | +6.5% | +3.9% | +8.6% |
| YTD | +30.4% | +6.2% | +24.2% | +28.1% |
| 1Y | +52.1% | +8.3% | +43.9% | +48.5% |
| 3Y | +77.8% | +62.5% | +15.3% | +54.5% |
| 5Y | +82.9% | +136.2% | -53.3% | +42.0% |
| All | +192.5% | +303.3% | -110.7% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling