+533.1%
JHX vs AMP
+2,112.0%
-1,578.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -7.7% | -1.3% | -6.4% | -7.2% |
| 3M | +19.2% | +24.2% | -5.0% | +8.6% |
| 6M | +38.3% | +24.6% | +13.7% | +25.7% |
| YTD | +37.2% | +14.8% | +22.4% | +28.4% |
| 1Y | +42.3% | +12.8% | +29.5% | +34.0% |
| 3Y | -4.4% | +69.0% | -73.4% | -24.7% |
| 5Y | -26.4% | +124.9% | -151.2% | -48.7% |
| 10Y | +106.3% | +583.5% | -477.3% | -11.8% |
| All | +533.1% | +2,112.0% | -1,578.9% | +74.5% |
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 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