+144.1%
UMC vs AMP
+122.1%
+22.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.0% |
| 7D | +9.0% | -0.5% | +9.5% | +9.2% |
| 30D | +17.2% | -1.3% | +18.6% | +17.8% |
| 3M | +11.4% | +24.2% | -12.8% | +0.1% |
| 6M | +137.5% | +24.6% | +112.9% | +112.3% |
| YTD | +193.1% | +14.8% | +178.3% | +168.7% |
| 1Y | +240.3% | +12.8% | +227.5% | +213.8% |
| 3Y | +262.2% | +69.0% | +193.2% | +145.8% |
| All | +144.1% | +122.1% | +22.0% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling