+8,682.5%
JNJ vs AME
+18,709.1%
-10,026.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.4% | -6.7% | +14.1% | +8.7% |
| 3M | +21.2% | +4.1% | +17.1% | +20.0% |
| 6M | +13.4% | +1.6% | +11.8% | +12.6% |
| YTD | +35.1% | +16.1% | +19.0% | +30.8% |
| 1Y | +57.4% | +27.3% | +30.1% | +49.6% |
| 3Y | +86.8% | +50.9% | +35.9% | +70.2% |
| 5Y | +80.8% | +81.4% | -0.6% | +58.0% |
| 10Y | +202.7% | +417.0% | -214.2% | +116.6% |
| All | +8,682.5% | +18,709.1% | -10,026.6% | +3,801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling