+9.4%
IJH vs AMP
+23.7%
-14.3%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -1.9% | -0.5% | -1.3% | -1.8% |
| 30D | -4.6% | -1.3% | -3.3% | -4.4% |
| 3M | -1.2% | +24.2% | -25.4% | -5.1% |
| 6M | +9.4% | +24.6% | -15.2% | +4.1% |
| All | +9.4% | +23.7% | -14.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 6mo: compounded portfolio wealth divided by compounded AMP 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…
6mo analysis · Full analysis span regression · 6 months rolling