+621.5%
JNJ vs APO
+1,753.5%
-1,132.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | +7.4% | +3.5% | +3.9% | +6.9% |
| 3M | +21.2% | +4.5% | +16.7% | +20.4% |
| 6M | +13.4% | +22.8% | -9.4% | +10.3% |
| YTD | +35.1% | -6.5% | +41.6% | +35.3% |
| 1Y | +57.4% | +0.8% | +56.6% | +55.8% |
| 3Y | +86.8% | +62.0% | +24.8% | +69.4% |
| 5Y | +80.8% | +138.2% | -57.4% | +51.2% |
| 10Y | +202.7% | +940.3% | -737.5% | +95.6% |
| All | +621.5% | +1,753.5% | -1,132.0% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling