+77.8%
JNJ vs AMP
+66.7%
+11.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | +2.3% | -1.3% | +3.6% | +2.3% |
| 3M | +12.0% | +24.2% | -12.2% | +11.3% |
| 6M | +10.5% | +24.6% | -14.1% | +9.7% |
| YTD | +30.4% | +14.8% | +15.6% | +29.7% |
| 1Y | +52.1% | +12.8% | +39.4% | +51.5% |
| 3Y | +77.8% | +69.0% | +8.8% | +63.1% |
| All | +77.8% | +66.7% | +11.1% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling