+81.3%
JNJ vs AMRZ
-20.3%
+101.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -4.3% | -8.1% | +3.8% | -4.2% |
| 30D | +3.0% | -14.8% | +17.9% | +3.1% |
| 3M | +12.2% | -19.7% | +32.0% | +12.2% |
| 6M | +10.5% | -30.8% | +41.3% | +10.9% |
| YTD | +30.8% | -24.3% | +55.1% | +30.9% |
| 1Y | +54.9% | -24.0% | +79.0% | +55.5% |
| All | +81.3% | -20.3% | +101.6% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling