+590.9%
JPM vs AMP
+589.3%
+1.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.3% |
| 7D | -0.7% | -0.5% | -0.1% | -0.3% |
| 30D | -2.5% | -1.3% | -1.1% | -1.7% |
| 3M | +14.1% | +24.2% | -10.1% | -0.7% |
| 6M | +25.1% | +24.6% | +0.5% | +8.3% |
| YTD | +12.1% | +14.8% | -2.7% | +1.8% |
| 1Y | +18.8% | +12.8% | +6.0% | +8.7% |
| 3Y | +163.4% | +69.0% | +94.4% | +84.8% |
| 5Y | +156.5% | +124.9% | +31.7% | +46.2% |
| All | +590.9% | +589.3% | +1.6% | +102.1% |
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 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