+6,255.4%
ODFL vs AMP
+2,108.3%
+4,147.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | +2.6% | -2.4% | -1.1% |
| 30D | -13.4% | +0.8% | -14.3% | -13.8% |
| 3M | -24.2% | +24.3% | -48.4% | -31.8% |
| 6M | -3.3% | +20.6% | -23.9% | -12.0% |
| YTD | +19.8% | +14.6% | +5.1% | +11.5% |
| 1Y | +24.5% | +14.5% | +10.0% | +15.8% |
| 3Y | -9.6% | +67.9% | -77.6% | -29.7% |
| 5Y | +28.0% | +122.5% | -94.5% | -13.0% |
| 10Y | +735.3% | +573.3% | +162.0% | +210.2% |
| All | +6,255.4% | +2,108.3% | +4,147.1% | +1,175.3% |
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