+193.4%
JNJ vs APO
+936.6%
-743.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | -4.3% | -4.9% | +0.6% | -3.9% |
| 30D | +3.0% | -8.4% | +11.5% | +3.9% |
| 3M | +12.2% | -2.1% | +14.3% | +12.2% |
| 6M | +10.5% | +19.2% | -8.8% | +8.0% |
| YTD | +30.8% | -10.5% | +41.3% | +31.6% |
| 1Y | +54.9% | -2.7% | +57.6% | +54.1% |
| 3Y | +80.7% | +52.5% | +28.2% | +64.8% |
| 5Y | +83.4% | +132.1% | -48.6% | +52.5% |
| All | +193.4% | +936.6% | -743.2% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling