+18.8%
JPM vs AMP
+14.8%
+4.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | -0.7% | -0.5% | -0.1% | -0.4% |
| 30D | -2.5% | -1.3% | -1.1% | -1.9% |
| 3M | +14.1% | +24.2% | -10.1% | +3.1% |
| 6M | +25.1% | +24.6% | +0.5% | +12.5% |
| YTD | +12.1% | +14.8% | -2.7% | +4.7% |
| 1Y | +18.8% | +12.8% | +6.0% | +10.1% |
| All | +18.8% | +14.8% | +4.0% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling