+809.1%
JNJ vs AGI
+5,381.0%
-4,571.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -0.8% | +4.4% | -5.1% | -0.8% |
| 30D | +4.3% | +10.0% | -5.6% | +4.2% |
| 3M | +16.5% | +1.7% | +14.8% | +16.4% |
| 6M | +13.1% | -26.8% | +39.9% | +13.5% |
| YTD | +32.1% | -5.3% | +37.5% | +32.0% |
| 1Y | +54.5% | +11.5% | +43.0% | +53.9% |
| 3Y | +82.5% | +212.9% | -130.4% | +79.1% |
| 5Y | +80.0% | +388.8% | -308.8% | +75.3% |
| 10Y | +195.7% | +383.6% | -187.9% | +186.1% |
| All | +809.1% | +5,381.0% | -4,571.9% | +765.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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