+196.5%
JNJ vs AMT
+96.3%
+100.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.0% | +1.5% | -4.4% | -3.4% |
| 30D | +2.5% | +3.7% | -1.2% | +1.4% |
| 3M | +13.2% | -7.2% | +20.4% | +15.5% |
| 6M | +11.3% | -4.2% | +15.4% | +12.1% |
| YTD | +31.1% | +1.9% | +29.2% | +29.4% |
| 1Y | +54.3% | -6.4% | +60.7% | +56.0% |
| 3Y | +81.1% | +7.7% | +73.4% | +72.9% |
| 5Y | +82.7% | -30.9% | +113.6% | +98.3% |
| 10Y | +196.5% | +105.4% | +91.1% | +143.8% |
| All | +196.5% | +96.3% | +100.2% | +143.8% |
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