+4,387.9%
ORLY vs AMP
+2,095.9%
+2,292.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -7.6% | -1.7% | -5.9% | -7.2% |
| 3M | -5.5% | +23.2% | -28.7% | -11.1% |
| 6M | -9.7% | +22.2% | -31.9% | -15.0% |
| YTD | -6.2% | +14.0% | -20.2% | -10.4% |
| 1Y | -18.6% | +14.0% | -32.6% | -22.5% |
| 3Y | +33.8% | +67.0% | -33.2% | +12.2% |
| 5Y | +116.5% | +123.2% | -6.7% | +63.5% |
| 10Y | +361.0% | +578.5% | -217.5% | +137.3% |
| All | +4,387.9% | +2,095.9% | +2,292.1% | +1,411.4% |
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