+549.7%
IJR vs AMP
+2,095.9%
-1,546.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.4% |
| 30D | -4.7% | -1.7% | -3.0% | -4.0% |
| 3M | +2.1% | +23.2% | -21.1% | -7.2% |
| 6M | +13.9% | +22.2% | -8.3% | +3.5% |
| YTD | +18.2% | +14.0% | +4.2% | +10.4% |
| 1Y | +21.8% | +14.0% | +7.8% | +13.6% |
| 3Y | +52.2% | +67.0% | -14.8% | +19.1% |
| 5Y | +40.1% | +123.2% | -83.1% | -4.7% |
| 10Y | +169.7% | +578.5% | -408.9% | +7.8% |
| All | +549.7% | +2,095.9% | -1,546.2% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling