+40.7%
UMAC vs AMP
+21.9%
+18.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -10.4% | -1.0% | -9.4% | -10.3% |
| 3M | +1.8% | +23.2% | -21.5% | +1.0% |
| 6M | +40.7% | +20.4% | +20.3% | +37.0% |
| All | +40.7% | +21.9% | +18.9% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling