+1,392.8%
JNJ vs AMT
+1,311.4%
+81.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +7.4% | +4.6% | +2.7% | +6.9% |
| 3M | +21.2% | -8.4% | +29.7% | +22.1% |
| 6M | +13.4% | -6.0% | +19.4% | +13.9% |
| YTD | +35.1% | +2.1% | +33.0% | +34.6% |
| 1Y | +57.4% | -6.4% | +63.8% | +58.0% |
| 3Y | +86.8% | +8.1% | +78.7% | +84.7% |
| 5Y | +80.8% | -31.9% | +112.7% | +84.7% |
| 10Y | +202.7% | +97.1% | +105.6% | +187.3% |
| All | +1,392.8% | +1,311.4% | +81.5% | +1,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling