+208.3%
JNJ vs AMT
+125.6%
+82.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +5.5% | +1.6% | +3.8% | +5.0% |
| 30D | +7.4% | +4.5% | +2.9% | +6.0% |
| 3M | +7.8% | +13.8% | -6.0% | +3.5% |
| 6M | +28.2% | +10.0% | +18.2% | +23.9% |
| YTD | +37.9% | +11.8% | +26.1% | +32.0% |
| 1Y | +52.4% | +10.2% | +42.1% | +46.5% |
| 3Y | +107.7% | +15.1% | +92.5% | +94.3% |
| 5Y | +96.5% | -18.8% | +115.4% | +102.5% |
| 10Y | +208.3% | +133.7% | +74.6% | +134.7% |
| All | +208.3% | +125.6% | +82.7% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling