+54.9%
JNJ vs APO
-3.6%
+58.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.5% |
| 7D | -4.3% | -4.9% | +0.6% | -4.8% |
| 30D | +3.0% | -8.4% | +11.5% | +2.2% |
| 3M | +12.2% | -2.1% | +14.3% | +12.4% |
| 6M | +10.5% | +19.2% | -8.8% | +12.6% |
| YTD | +30.8% | -10.5% | +41.3% | +30.6% |
| 1Y | +54.9% | -2.7% | +57.6% | +55.1% |
| All | +54.9% | -3.6% | +58.5% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling