+16.4%
JD vs AMP
+584.2%
-567.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.6% | -2.0% | -0.6% | -1.8% |
| 30D | -15.4% | -1.7% | -13.7% | -14.8% |
| 3M | -5.0% | +23.2% | -28.2% | -13.0% |
| 6M | +0.9% | +22.2% | -21.3% | -7.4% |
| YTD | -2.5% | +14.0% | -16.5% | -8.5% |
| 1Y | -16.0% | +14.0% | -30.0% | -21.3% |
| 3Y | -8.5% | +67.0% | -75.5% | -28.4% |
| 5Y | -61.8% | +123.2% | -185.0% | -73.5% |
| All | +16.4% | +584.2% | -567.9% | -40.0% |
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