+194.1%
UPS vs AMP
+2,108.3%
-1,914.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -2.1% | +2.6% | -4.7% | -2.9% |
| 30D | -2.3% | +0.8% | -3.2% | -2.6% |
| 3M | -5.2% | +24.3% | -29.5% | -11.8% |
| 6M | +1.4% | +20.6% | -19.1% | -4.9% |
| YTD | +6.1% | +14.6% | -8.5% | +0.8% |
| 1Y | +27.0% | +14.5% | +12.4% | +20.6% |
| 3Y | -25.9% | +67.9% | -93.9% | -38.4% |
| 5Y | -34.6% | +122.5% | -157.1% | -50.6% |
| 10Y | +36.2% | +573.3% | -537.1% | -31.4% |
| All | +194.1% | +2,108.3% | -1,914.2% | -10.9% |
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