+49.6%
JNJ vs AME
+24.0%
+25.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | +3.5% | +5.9% | -2.4% | +3.6% |
| 30D | +12.5% | -1.9% | +14.5% | +12.2% |
| 3M | +9.6% | -5.4% | +14.9% | +9.2% |
| 6M | +25.3% | +4.9% | +20.4% | +24.4% |
| YTD | +40.3% | +18.5% | +21.8% | +36.6% |
| 1Y | +49.6% | +25.5% | +24.2% | +42.6% |
| All | +49.6% | +24.0% | +25.6% | +42.6% |
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