+104.2%
UAL vs AMP
+570.9%
-466.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | -13.4% | -1.0% | -12.4% | -12.7% |
| 3M | -2.3% | +23.2% | -25.5% | -17.8% |
| 6M | +13.3% | +20.4% | -7.1% | -3.6% |
| YTD | -4.2% | +13.6% | -17.9% | -15.1% |
| 1Y | +1.4% | +13.4% | -12.0% | -9.9% |
| 3Y | +125.8% | +66.5% | +59.3% | +51.3% |
| 5Y | +130.0% | +120.2% | +9.7% | +23.7% |
| 10Y | +104.2% | +576.5% | -472.3% | -39.5% |
| All | +104.2% | +570.9% | -466.7% | -39.5% |
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