+280.3%
UAL vs AMP
+1,736.7%
-1,456.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +12.5% | +3.3% | +9.1% | +10.2% |
| 30D | +12.2% | +4.2% | +8.0% | +9.3% |
| 3M | -2.6% | -6.4% | +3.8% | +1.8% |
| 6M | +21.1% | +12.4% | +8.7% | +10.8% |
| YTD | +7.8% | +7.4% | +0.4% | +1.1% |
| 1Y | +25.4% | +14.7% | +10.7% | +12.6% |
| 3Y | +217.3% | +60.8% | +156.5% | +132.2% |
| 5Y | +132.9% | +83.4% | +49.5% | +57.4% |
| 10Y | +101.1% | +473.5% | -372.4% | -34.7% |
| All | +280.3% | +1,736.7% | -1,456.5% | -43.3% |
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