+52.1%
JNJ vs AMRZ
-24.2%
+76.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -7.5% | +4.0% | -3.5% |
| 30D | +2.3% | -12.4% | +14.7% | +2.3% |
| 3M | +12.0% | -22.4% | +34.4% | +11.8% |
| 6M | +10.5% | -29.5% | +40.0% | +10.5% |
| YTD | +30.4% | -24.1% | +54.5% | +30.2% |
| 1Y | +52.1% | -26.3% | +78.4% | +54.5% |
| All | +52.1% | -24.2% | +76.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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