+8,487.5%
JNJ vs AIG
-23.1%
+8,510.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | +4.3% | -5.2% | +9.5% | +4.9% |
| 3M | +16.5% | +1.5% | +15.0% | +16.3% |
| 6M | +13.1% | -3.9% | +17.1% | +13.6% |
| YTD | +32.1% | -11.6% | +43.7% | +33.7% |
| 1Y | +54.5% | -2.9% | +57.4% | +54.6% |
| 3Y | +82.5% | +33.7% | +48.8% | +75.9% |
| 5Y | +80.0% | +52.7% | +27.4% | +69.6% |
| 10Y | +195.7% | +62.6% | +133.0% | +167.8% |
| All | +8,487.5% | -23.1% | +8,510.6% | +4,119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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