+530.7%
JNJ vs AMCR
+97.2%
+433.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.3% |
| 7D | -3.0% | -6.3% | +3.3% | -1.9% |
| 30D | +2.5% | -7.1% | +9.6% | +3.7% |
| 3M | +13.2% | +12.7% | +0.6% | +10.9% |
| 6M | +11.3% | +5.2% | +6.1% | +9.9% |
| YTD | +31.1% | +8.1% | +23.1% | +28.7% |
| 1Y | +54.3% | +11.7% | +42.6% | +50.5% |
| 3Y | +81.1% | +9.9% | +71.2% | +76.1% |
| 5Y | +82.7% | -8.7% | +91.4% | +81.7% |
| 10Y | +196.5% | +16.8% | +179.7% | +177.4% |
| All | +530.7% | +97.2% | +433.5% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling