+78.8%
JNJ vs APA
+12.6%
+66.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -0.8% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +2.5% | +9.3% | -6.8% | +2.3% |
| 3M | +13.2% | +23.3% | -10.1% | +12.7% |
| 6M | +11.3% | +39.5% | -28.2% | +10.4% |
| YTD | +31.1% | +87.6% | -56.5% | +29.1% |
| 1Y | +54.3% | +114.2% | -59.9% | +51.4% |
| All | +78.8% | +12.6% | +66.2% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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