+53.0%
IJR vs AMP
+66.7%
-13.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -2.2% | -0.5% | -1.6% | -1.9% |
| 30D | -4.6% | -1.3% | -3.3% | -4.0% |
| 3M | +0.2% | +24.2% | -24.0% | -10.7% |
| 6M | +14.7% | +24.6% | -9.8% | +1.6% |
| YTD | +18.9% | +14.8% | +4.0% | +9.3% |
| 1Y | +19.9% | +12.8% | +7.2% | +11.2% |
| 3Y | +53.0% | +69.0% | -15.9% | +5.3% |
| All | +53.0% | +66.7% | -13.6% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling