+390.4%
JCI vs AMP
+2,108.3%
-1,717.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +5.1% | +2.6% | +2.5% | +4.0% |
| 30D | -3.8% | +0.8% | -4.7% | -4.2% |
| 3M | +1.9% | +24.3% | -22.4% | -6.8% |
| 6M | +11.2% | +20.6% | -9.4% | +2.7% |
| YTD | +22.9% | +14.6% | +8.3% | +15.3% |
| 1Y | +37.4% | +14.5% | +22.8% | +28.6% |
| 3Y | +167.8% | +67.9% | +99.9% | +114.9% |
| 5Y | +115.0% | +122.5% | -7.5% | +53.7% |
| 10Y | +325.3% | +573.3% | -248.0% | +88.9% |
| All | +390.4% | +2,108.3% | -1,717.9% | +15.9% |
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 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