+19.2%
UL vs AMP
+118.7%
-99.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -4.1% | -2.0% | -2.0% | -3.8% |
| 30D | -1.2% | -1.7% | +0.5% | -1.0% |
| 3M | +6.0% | +23.2% | -17.2% | +3.0% |
| 6M | -5.5% | +22.2% | -27.6% | -8.1% |
| YTD | -3.3% | +14.0% | -17.3% | -5.4% |
| 1Y | -9.8% | +14.0% | -23.8% | -11.8% |
| 3Y | +20.1% | +67.0% | -46.9% | +6.0% |
| 5Y | +19.2% | +123.2% | -104.0% | -0.7% |
| All | +19.2% | +118.7% | -99.5% | -0.7% |
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