+207.8%
JNJ vs AMC
-98.6%
+306.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.3% | -6.1% | +2.1% |
| 7D | +4.3% | +6.6% | -2.3% | +4.3% |
| 30D | +7.9% | +14.1% | -6.2% | +7.9% |
| 3M | +9.4% | +31.3% | -21.9% | +9.3% |
| 6M | +28.8% | +126.7% | -97.8% | +28.5% |
| YTD | +38.5% | +117.9% | -79.4% | +38.2% |
| 1Y | +54.6% | +41.1% | +13.5% | +54.4% |
| 3Y | +108.4% | -61.0% | +169.4% | +108.4% |
| 5Y | +99.6% | -99.1% | +198.8% | +100.5% |
| 10Y | +207.8% | -98.7% | +306.4% | +200.9% |
| All | +207.8% | -98.6% | +306.4% | +200.9% |
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