+329.3%
JNJ vs AMC
-97.5%
+426.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +1.5% | -2.8% | +4.3% | +1.5% |
| 30D | +6.3% | +14.0% | -7.7% | +6.3% |
| 3M | +8.5% | +42.5% | -34.0% | +8.3% |
| 6M | +28.0% | +142.6% | -114.6% | +27.4% |
| YTD | +37.7% | +119.2% | -81.6% | +37.0% |
| 1Y | +47.9% | +40.7% | +7.2% | +47.5% |
| 3Y | +107.4% | -57.3% | +164.7% | +107.3% |
| 5Y | +97.7% | -99.1% | +196.9% | +99.6% |
| 10Y | +210.7% | -98.7% | +309.4% | +226.1% |
| All | +329.3% | -97.5% | +426.8% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling