+35.9%
UL vs AMP
+61.6%
-25.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +1.1% | +3.9% | -2.8% | +0.9% |
| 30D | +4.5% | +5.1% | -0.6% | +4.2% |
| 3M | +6.5% | -8.7% | +15.1% | +6.7% |
| 6M | +18.2% | +11.4% | +6.7% | +17.9% |
| YTD | +4.7% | +7.3% | -2.6% | +4.4% |
| 1Y | +0.8% | +14.6% | -13.8% | +0.4% |
| 3Y | +35.9% | +61.2% | -25.3% | +29.6% |
| All | +35.9% | +61.6% | -25.7% | +29.6% |
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