+657.4%
UMAC vs AMP
+46.8%
+610.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -15.1% | -1.3% | -13.8% | -14.4% |
| 3M | -10.8% | +24.2% | -35.0% | -21.3% |
| 6M | +15.7% | +24.6% | -8.9% | +1.5% |
| YTD | +80.1% | +14.8% | +65.3% | +65.9% |
| 1Y | +116.7% | +12.8% | +103.9% | +102.0% |
| All | +657.4% | +46.8% | +610.6% | +310.4% |
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