+54.5%
JNJ vs AMT
-6.1%
+60.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +4.3% | +1.8% | +2.5% | +4.0% |
| 3M | +16.5% | -6.2% | +22.7% | +17.4% |
| 6M | +13.1% | -5.0% | +18.1% | +13.9% |
| YTD | +32.1% | +2.1% | +30.1% | +30.9% |
| 1Y | +54.5% | -5.7% | +60.2% | +57.4% |
| All | +54.5% | -6.1% | +60.6% | +57.4% |
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