+197.3%
JBL vs AMP
+66.7%
+130.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.6% |
| 7D | +2.4% | -0.5% | +2.9% | +2.7% |
| 30D | -13.1% | -1.3% | -11.8% | -12.5% |
| 3M | -15.6% | +24.2% | -39.8% | -26.1% |
| 6M | +24.6% | +24.6% | 0.0% | +8.5% |
| YTD | +39.6% | +14.8% | +24.8% | +26.5% |
| 1Y | +48.6% | +12.8% | +35.8% | +36.1% |
| 3Y | +197.3% | +69.0% | +128.3% | +112.6% |
| All | +197.3% | +66.7% | +130.6% | +112.6% |
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