+51.2%
JNJ vs AMT
+13.5%
+37.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.0% |
| 7D | +1.9% | +6.0% | -4.1% | +0.8% |
| 30D | +9.2% | +20.1% | -10.8% | +5.6% |
| 3M | +8.9% | +12.4% | -3.5% | +6.4% |
| 6M | +24.6% | +9.9% | +14.6% | +21.9% |
| YTD | +35.7% | +14.4% | +21.3% | +31.7% |
| 1Y | +51.2% | +12.4% | +38.8% | +48.1% |
| All | +51.2% | +13.5% | +37.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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