+125.6%
ULTA vs AMP
+589.3%
-463.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.7% |
| 7D | -3.1% | -0.5% | -2.5% | -2.8% |
| 30D | +2.8% | -1.3% | +4.1% | +3.4% |
| 3M | +14.8% | +24.2% | -9.4% | +2.8% |
| 6M | -16.2% | +24.6% | -40.8% | -25.4% |
| YTD | -9.6% | +14.8% | -24.5% | -16.8% |
| 1Y | +4.8% | +12.8% | -8.0% | -3.0% |
| 3Y | +30.7% | +69.0% | -38.3% | -4.2% |
| 5Y | +45.9% | +124.9% | -79.0% | -10.6% |
| All | +125.6% | +589.3% | -463.7% | -14.5% |
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