+99.6%
JNJ vs AMT
-20.6%
+120.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +7.9% | +3.7% | +4.2% | +7.0% |
| 3M | +9.4% | +10.7% | -1.4% | +6.8% |
| 6M | +28.8% | +9.3% | +19.6% | +25.9% |
| YTD | +38.5% | +10.9% | +27.6% | +34.5% |
| 1Y | +54.6% | +10.5% | +44.1% | +50.2% |
| 3Y | +108.4% | +15.5% | +92.8% | +100.4% |
| 5Y | +99.6% | -20.6% | +120.2% | +104.6% |
| All | +99.6% | -20.6% | +120.2% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling