+88.3%
JNJ vs AMDL
+95.0%
-6.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -0.9% |
| 7D | +2.7% | +4.5% | -1.9% | +2.8% |
| 30D | +7.4% | -4.4% | +11.8% | +7.4% |
| 3M | +21.2% | -30.5% | +51.7% | +21.1% |
| 6M | +13.4% | +300.9% | -287.5% | +17.3% |
| YTD | +35.1% | +219.9% | -184.8% | +39.6% |
| 1Y | +57.4% | +374.7% | -317.3% | +65.2% |
| All | +88.3% | +95.0% | -6.8% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling