+51.2%
JNJ vs AME
+21.1%
+30.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +3.5% |
| 7D | +1.9% | -4.4% | +6.4% | +1.7% |
| 30D | +9.2% | -5.9% | +15.1% | +8.9% |
| 3M | +8.9% | -6.5% | +15.5% | +8.6% |
| 6M | +24.6% | +3.2% | +21.4% | +23.6% |
| YTD | +35.7% | +16.0% | +19.7% | +32.6% |
| 1Y | +51.2% | +20.4% | +30.8% | +45.8% |
| All | +51.2% | +21.1% | +30.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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