+137.7%
UAL vs AMP
+122.1%
+15.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.2% |
| 7D | +3.5% | +2.6% | +0.9% | +1.1% |
| 30D | -16.5% | +0.8% | -17.3% | -17.1% |
| 3M | +2.8% | +24.3% | -21.5% | -16.0% |
| 6M | +17.6% | +20.6% | -3.0% | -2.1% |
| YTD | -3.2% | +14.6% | -17.8% | -16.2% |
| 1Y | +0.4% | +14.5% | -14.1% | -13.0% |
| 3Y | +128.2% | +67.9% | +60.2% | +42.8% |
| 5Y | +137.7% | +122.5% | +15.2% | +16.0% |
| All | +137.7% | +122.1% | +15.7% | +16.0% |
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