+662.7%
JNJ vs AMP
+2,108.3%
-1,445.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.8% | +2.6% | -3.3% | -1.2% |
| 30D | +4.3% | +0.8% | +3.5% | +4.2% |
| 3M | +16.5% | +24.3% | -7.8% | +11.7% |
| 6M | +13.1% | +20.6% | -7.4% | +8.9% |
| YTD | +32.1% | +14.6% | +17.5% | +28.0% |
| 1Y | +54.5% | +14.5% | +39.9% | +49.5% |
| 3Y | +82.5% | +67.9% | +14.6% | +61.6% |
| 5Y | +80.0% | +122.5% | -42.5% | +47.9% |
| 10Y | +195.7% | +573.3% | -377.6% | +84.3% |
| All | +662.7% | +2,108.3% | -1,445.6% | +234.6% |
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