+108.8%
JCI vs AMP
+118.7%
-9.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +0.4% | -2.0% | +2.5% | +1.5% |
| 30D | -7.7% | -1.7% | -6.0% | -7.0% |
| 3M | +2.8% | +23.2% | -20.5% | -8.9% |
| 6M | +7.2% | +22.2% | -14.9% | -4.8% |
| YTD | +20.0% | +14.0% | +6.0% | +9.8% |
| 1Y | +33.3% | +14.0% | +19.3% | +21.4% |
| 3Y | +161.3% | +67.0% | +94.3% | +85.6% |
| 5Y | +108.8% | +123.2% | -14.4% | +21.5% |
| All | +108.8% | +118.7% | -9.9% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling