+77.8%
JNJ vs AMCR
+6.5%
+71.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -3.5% | -6.3% | +2.8% | -2.3% |
| 30D | +2.3% | -7.8% | +10.1% | +3.8% |
| 3M | +12.0% | +7.5% | +4.4% | +10.4% |
| 6M | +10.5% | +2.7% | +7.8% | +9.6% |
| YTD | +30.4% | +6.0% | +24.4% | +27.9% |
| 1Y | +52.1% | +7.8% | +44.4% | +48.5% |
| 3Y | +77.8% | +5.8% | +72.0% | +70.1% |
| All | +77.8% | +6.5% | +71.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling