+74.2%
AA vs ODFL
-13.4%
+87.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | -5.4% | -2.8% | -2.6% | -4.4% |
| 30D | -10.7% | -13.7% | +3.0% | -6.2% |
| 3M | -26.2% | -23.4% | -2.8% | -19.4% |
| 6M | -20.9% | -7.2% | -13.8% | -20.0% |
| YTD | -8.6% | +15.6% | -24.3% | -17.1% |
| 1Y | +57.4% | +24.2% | +33.2% | +37.7% |
| All | +74.2% | -13.4% | +87.6% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 3y: compounded portfolio wealth divided by compounded ODFL 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…
3y analysis · Full analysis span regression · 6 months rolling