+95.0%
JNJ vs AMBA
-70.4%
+165.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +1.5% |
| 7D | +1.1% | -7.2% | +8.3% | +1.0% |
| 30D | +6.9% | -10.4% | +17.3% | +6.7% |
| 3M | +8.0% | -30.1% | +38.1% | +7.5% |
| 6M | +24.3% | -22.4% | +46.7% | +24.1% |
| YTD | +35.6% | -17.3% | +53.0% | +35.5% |
| 1Y | +51.1% | -35.4% | +86.5% | +50.9% |
| 3Y | +98.3% | +18.6% | +79.7% | +96.7% |
| All | +95.0% | -70.4% | +165.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling