+13.4%
JNJ vs AG
-27.7%
+41.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -1.2% |
| 7D | +2.7% | +1.0% | +1.7% | +2.7% |
| 30D | +7.4% | +19.2% | -11.8% | +7.5% |
| 3M | +21.2% | +6.2% | +15.1% | +21.7% |
| 6M | +13.4% | -26.7% | +40.1% | +17.2% |
| All | +13.4% | -27.7% | +41.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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