+81.6%
JNJ vs AHR
+356.1%
-274.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.5% | -2.1% | -1.4% | -3.3% |
| 30D | +2.3% | +1.9% | +0.4% | +2.1% |
| 3M | +12.0% | +15.7% | -3.7% | +10.4% |
| 6M | +10.5% | +2.5% | +8.0% | +9.9% |
| YTD | +30.4% | +15.0% | +15.4% | +28.5% |
| 1Y | +52.1% | +28.1% | +24.0% | +48.2% |
| All | +81.6% | +356.1% | -274.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling