+96.5%
UAL vs AMP
+476.7%
-380.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | -1.1% | +3.3% | +3.2% |
| 30D | +13.3% | +4.4% | +9.0% | +9.7% |
| 3M | -6.3% | -7.3% | +1.0% | -0.5% |
| 6M | +22.5% | +12.9% | +9.6% | +9.5% |
| YTD | +5.9% | +7.5% | -1.6% | -2.4% |
| 1Y | +24.7% | +13.3% | +11.3% | +10.0% |
| 3Y | +211.6% | +60.8% | +150.7% | +111.5% |
| 5Y | +130.6% | +82.7% | +47.9% | +40.8% |
| 10Y | +96.5% | +468.7% | -372.2% | -45.1% |
| All | +96.5% | +476.7% | -380.2% | -45.1% |
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