+1,009.2%
UMC vs AMP
+2,095.9%
-1,086.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +11.4% | -2.0% | +13.4% | +12.4% |
| 30D | +16.8% | -1.7% | +18.5% | +17.5% |
| 3M | +19.1% | +23.2% | -4.1% | +7.5% |
| 6M | +137.4% | +22.2% | +115.3% | +114.3% |
| YTD | +186.4% | +14.0% | +172.4% | +163.8% |
| 1Y | +229.1% | +14.0% | +215.1% | +202.1% |
| 3Y | +257.9% | +67.0% | +190.9% | +169.5% |
| 5Y | +137.5% | +123.2% | +14.3% | +55.4% |
| 10Y | +1,808.2% | +578.5% | +1,229.6% | +538.2% |
| All | +1,009.2% | +2,095.9% | -1,086.7% | +55.3% |
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