+1,687.1%
JPM vs AMP
+2,108.3%
-421.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -0.4% | +2.6% | -3.0% | -2.1% |
| 30D | -1.1% | +0.8% | -2.0% | -1.7% |
| 3M | +14.1% | +24.3% | -10.1% | -1.4% |
| 6M | +23.3% | +20.6% | +2.7% | +8.4% |
| YTD | +11.3% | +14.6% | -3.4% | +0.6% |
| 1Y | +23.0% | +14.5% | +8.5% | +10.8% |
| 3Y | +162.6% | +67.9% | +94.6% | +81.6% |
| 5Y | +152.8% | +122.5% | +30.3% | +41.0% |
| 10Y | +583.6% | +573.3% | +10.3% | +65.8% |
| All | +1,687.1% | +2,108.3% | -421.2% | +82.4% |
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