+197.1%
ABT vs ODFL
+742.1%
-545.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -5.9% | -3.3% | -2.6% | -5.2% |
| 30D | -8.1% | -15.3% | +7.2% | -4.5% |
| 3M | +14.5% | -27.3% | +41.9% | +23.2% |
| 6M | -6.3% | -4.5% | -1.8% | -5.9% |
| YTD | -17.1% | +15.1% | -32.3% | -21.0% |
| 1Y | -21.4% | +21.1% | -42.5% | -26.3% |
| 3Y | +5.9% | -14.1% | +20.0% | +4.6% |
| 5Y | -12.8% | +26.6% | -39.4% | -26.9% |
| All | +197.1% | +742.1% | -545.0% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling