+64.4%
UL vs AMP
+589.3%
-524.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +0.5% | -1.3% | +1.8% | +0.7% |
| 3M | +7.2% | +24.2% | -17.0% | +2.9% |
| 6M | -3.1% | +24.6% | -27.6% | -7.1% |
| YTD | -2.7% | +14.8% | -17.5% | -5.6% |
| 1Y | -10.2% | +12.8% | -23.0% | -12.7% |
| 3Y | +20.3% | +69.0% | -48.7% | +5.6% |
| 5Y | +19.9% | +124.9% | -104.9% | -2.6% |
| All | +64.4% | +589.3% | -524.9% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling