+340.5%
JCI vs AMP
+589.3%
-248.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +0.7% | -0.5% | +1.3% | +1.0% |
| 30D | -4.4% | -1.3% | -3.1% | -3.9% |
| 3M | +1.7% | +24.2% | -22.5% | -8.5% |
| 6M | +8.8% | +24.6% | -15.8% | -2.5% |
| YTD | +22.6% | +14.8% | +7.8% | +13.5% |
| 1Y | +36.2% | +12.8% | +23.4% | +26.8% |
| 3Y | +168.0% | +69.0% | +99.0% | +104.9% |
| 5Y | +113.5% | +124.9% | -11.4% | +41.9% |
| All | +340.5% | +589.3% | -248.8% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling