+53.1%
JNJ vs AMDL
+127.5%
-74.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +26.8% | -24.6% | +2.9% |
| 7D | +4.3% | +10.3% | -6.0% | +4.9% |
| 30D | +7.9% | -38.3% | +46.2% | +6.5% |
| 3M | +9.4% | -8.7% | +18.1% | +9.9% |
| 6M | +28.8% | -14.4% | +43.2% | +29.8% |
| YTD | +38.5% | +206.9% | -168.4% | +40.3% |
| All | +53.1% | +127.5% | -74.4% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling