+192.5%
JNJ vs AMP
+589.3%
-396.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +2.3% | -1.3% | +3.6% | +2.6% |
| 3M | +12.0% | +24.2% | -12.2% | +7.3% |
| 6M | +10.5% | +24.6% | -14.1% | +5.7% |
| YTD | +30.4% | +14.8% | +15.6% | +26.3% |
| 1Y | +52.1% | +12.8% | +39.4% | +47.6% |
| 3Y | +77.8% | +69.0% | +8.8% | +55.7% |
| 5Y | +82.9% | +124.9% | -42.0% | +46.6% |
| All | +192.5% | +589.3% | -396.8% | +74.8% |
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