+154.6%
JPM vs AMP
+118.7%
+35.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -2.3% | -2.0% | -0.3% | -1.1% |
| 30D | -2.3% | -1.7% | -0.7% | -1.4% |
| 3M | +14.9% | +23.2% | -8.3% | +0.8% |
| 6M | +23.6% | +22.2% | +1.5% | +8.8% |
| YTD | +11.3% | +14.0% | -2.7% | +1.8% |
| 1Y | +19.9% | +14.0% | +5.9% | +9.3% |
| 3Y | +162.6% | +67.0% | +95.6% | +88.3% |
| 5Y | +154.6% | +123.2% | +31.4% | +46.9% |
| All | +154.6% | +118.7% | +35.9% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling