+78.3%
JNJ vs APTV
-55.3%
+133.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -4.3% |
| 30D | +3.0% | -7.9% | +10.9% | +3.0% |
| 3M | +12.2% | -29.9% | +42.2% | +12.3% |
| 6M | +10.5% | -36.6% | +47.0% | +10.6% |
| YTD | +30.8% | -40.0% | +70.7% | +30.8% |
| 1Y | +54.9% | -44.0% | +98.9% | +55.2% |
| All | +78.3% | -55.3% | +133.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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