+95.0%
JNJ vs AMC
-99.3%
+194.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +1.1% | +2.6% | -1.5% | +1.1% |
| 30D | +6.9% | +9.0% | -2.2% | +6.9% |
| 3M | +8.0% | +22.2% | -14.2% | +8.0% |
| 6M | +24.3% | +91.5% | -67.2% | +24.0% |
| YTD | +35.6% | +101.3% | -65.7% | +35.2% |
| 1Y | +51.1% | +20.8% | +30.3% | +51.0% |
| 3Y | +98.3% | -71.3% | +169.6% | +98.6% |
| All | +95.0% | -99.3% | +194.3% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling