+34.4%
JD vs AMP
+459.2%
-424.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.0% |
| 7D | -4.1% | +3.9% | -8.1% | -5.7% |
| 30D | +4.6% | +5.1% | -0.5% | +2.2% |
| 3M | -4.7% | -8.7% | +3.9% | -1.5% |
| 6M | -17.4% | +11.4% | -28.8% | -21.7% |
| YTD | +0.7% | +7.3% | -6.6% | -3.7% |
| 1Y | -5.9% | +14.6% | -20.4% | -12.6% |
| 3Y | +18.9% | +61.2% | -42.4% | -7.0% |
| 5Y | -62.9% | +81.0% | -144.0% | -72.7% |
| All | +34.4% | +459.2% | -424.9% | -33.7% |
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