+8,422.4%
JNJ vs AFL
+18,474.8%
-10,052.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.0% | -2.1% | -0.8% | -2.5% |
| 30D | +2.5% | -5.4% | +7.9% | +3.7% |
| 3M | +13.2% | -0.3% | +13.5% | +13.3% |
| 6M | +11.3% | +5.2% | +6.1% | +10.1% |
| YTD | +31.1% | +5.7% | +25.5% | +29.5% |
| 1Y | +54.3% | +10.2% | +44.1% | +51.1% |
| 3Y | +81.1% | +63.4% | +17.7% | +63.1% |
| 5Y | +82.7% | +133.0% | -50.3% | +52.2% |
| 10Y | +196.5% | +299.5% | -103.0% | +116.4% |
| All | +8,422.4% | +18,474.8% | -10,052.4% | +1,969.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling