+251.3%
UAL vs AMP
+1,873.5%
-1,622.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -16.1% | -0.1% | -16.0% | -16.1% |
| 3M | +6.1% | +23.6% | -17.4% | -8.5% |
| 6M | +10.8% | +20.4% | -9.5% | -3.3% |
| YTD | -0.4% | +15.4% | -15.8% | -10.9% |
| 1Y | +5.0% | +11.0% | -5.9% | -3.5% |
| 3Y | +124.0% | +70.5% | +53.5% | +58.0% |
| 5Y | +141.0% | +121.4% | +19.6% | +43.7% |
| 10Y | +118.0% | +575.6% | -457.6% | -36.9% |
| All | +251.3% | +1,873.5% | -1,622.1% | -50.0% |
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 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