+702.6%
UMAC vs AMP
+45.3%
+657.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -5.9% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -10.4% | -1.0% | -9.4% | -9.8% |
| 3M | +1.8% | +23.2% | -21.5% | -9.8% |
| 6M | +40.7% | +20.4% | +20.3% | +26.0% |
| YTD | +90.9% | +13.6% | +77.2% | +76.9% |
| 1Y | +151.8% | +13.4% | +138.4% | +134.2% |
| All | +702.6% | +45.3% | +657.3% | +337.4% |
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 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