+82.2%
JNJ vs AMDL
+115.6%
-33.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.5% |
| 7D | -4.3% | +20.7% | -25.0% | -3.8% |
| 30D | +3.0% | +9.4% | -6.4% | +3.4% |
| 3M | +12.2% | +5.6% | +6.6% | +13.1% |
| 6M | +10.5% | +340.3% | -329.8% | +14.6% |
| YTD | +30.8% | +253.6% | -222.9% | +35.5% |
| 1Y | +54.9% | +443.4% | -388.4% | +63.1% |
| All | +82.2% | +115.6% | -33.4% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling