-27.2%
JHX vs AMP
+122.1%
-149.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.3% | -0.5% | -5.8% | -6.0% |
| 30D | -7.7% | -1.3% | -6.4% | -7.1% |
| 3M | +19.2% | +24.2% | -5.0% | +5.3% |
| 6M | +38.3% | +24.6% | +13.7% | +21.7% |
| YTD | +37.2% | +14.8% | +22.4% | +25.2% |
| 1Y | +42.3% | +12.8% | +29.5% | +31.0% |
| 3Y | -4.4% | +69.0% | -73.4% | -34.1% |
| All | -27.2% | +122.1% | -149.3% | -58.4% |
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