+277.6%
UNP vs AMP
+589.3%
-311.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -2.7% | -1.3% | -1.4% | -2.2% |
| 3M | +6.5% | +24.2% | -17.7% | -3.6% |
| 6M | +14.4% | +24.6% | -10.2% | +3.0% |
| YTD | +24.8% | +14.8% | +10.0% | +15.9% |
| 1Y | +34.4% | +12.8% | +21.6% | +25.5% |
| 3Y | +43.6% | +69.0% | -25.4% | +9.4% |
| 5Y | +53.2% | +124.9% | -71.6% | -0.5% |
| All | +277.6% | +589.3% | -311.6% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling