+195.7%
JNJ vs AMC
-98.9%
+294.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +4.3% | -1.2% | +5.5% | +4.3% |
| 3M | +16.5% | +42.2% | -25.7% | +16.3% |
| 6M | +13.1% | +118.8% | -105.7% | +12.8% |
| YTD | +32.1% | +64.1% | -32.0% | +31.9% |
| 1Y | +54.5% | -9.5% | +64.0% | +54.4% |
| 3Y | +82.5% | -64.3% | +146.9% | +82.5% |
| 5Y | +80.0% | -99.5% | +179.5% | +81.1% |
| 10Y | +195.7% | -98.9% | +294.6% | +192.2% |
| All | +195.7% | -98.9% | +294.6% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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