+82.1%
JNJ vs AHR
+360.2%
-278.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.3% | -3.0% | -1.3% | -4.0% |
| 30D | +3.0% | +2.6% | +0.4% | +2.7% |
| 3M | +12.2% | +16.0% | -3.8% | +10.6% |
| 6M | +10.5% | +3.1% | +7.4% | +9.8% |
| YTD | +30.8% | +16.0% | +14.7% | +28.7% |
| 1Y | +54.9% | +28.0% | +27.0% | +50.9% |
| All | +82.1% | +360.2% | -278.0% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling