+81.9%
UBER vs AMP
+118.7%
-36.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -4.5% | -2.0% | -2.4% | -3.3% |
| 30D | -7.6% | -1.7% | -5.9% | -6.7% |
| 3M | +5.8% | +23.2% | -17.5% | -7.0% |
| 6M | +0.3% | +22.2% | -21.9% | -11.6% |
| YTD | -11.2% | +14.0% | -25.2% | -19.3% |
| 1Y | -23.0% | +14.0% | -37.0% | -30.4% |
| 3Y | +53.6% | +67.0% | -13.4% | +0.7% |
| 5Y | +81.9% | +123.2% | -41.3% | -0.2% |
| All | +81.9% | +118.7% | -36.8% | -0.2% |
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