+46.4%
UBER vs AMP
+66.7%
-20.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | -4.9% | -1.3% | -3.6% | -4.4% |
| 3M | +3.0% | +24.2% | -21.1% | -6.0% |
| 6M | -4.4% | +24.6% | -29.0% | -13.0% |
| YTD | -12.3% | +14.8% | -27.1% | -18.0% |
| 1Y | -24.3% | +12.8% | -37.1% | -28.9% |
| 3Y | +46.4% | +69.0% | -22.5% | +0.8% |
| All | +46.4% | +66.7% | -20.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling