+411.0%
UL vs AMP
+2,108.3%
-1,697.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | +0.9% | +0.8% | +0.1% | +0.7% |
| 3M | +14.2% | +24.3% | -10.0% | +8.4% |
| 6M | -3.2% | +20.6% | -23.7% | -7.6% |
| YTD | -0.3% | +14.6% | -15.0% | -4.1% |
| 1Y | -8.8% | +14.5% | -23.3% | -12.4% |
| 3Y | +23.9% | +67.9% | -44.1% | +6.1% |
| 5Y | +21.4% | +122.5% | -101.2% | -4.9% |
| 10Y | +66.7% | +573.3% | -506.6% | -9.5% |
| All | +411.0% | +2,108.3% | -1,697.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling