+36.4%
UPS vs AMP
+589.3%
-552.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -2.0% | -1.3% | -0.6% | -1.5% |
| 3M | -6.2% | +24.2% | -30.4% | -13.9% |
| 6M | +2.8% | +24.6% | -21.8% | -6.0% |
| YTD | +5.9% | +14.8% | -8.9% | -0.4% |
| 1Y | +26.2% | +12.8% | +13.5% | +19.4% |
| 3Y | -26.0% | +69.0% | -95.0% | -40.7% |
| 5Y | -34.3% | +124.9% | -159.1% | -53.2% |
| All | +36.4% | +589.3% | -552.9% | -33.5% |
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