+3,736.8%
ABT vs ODFL
+32,863.2%
-29,126.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -2.1% | -13.4% | +11.3% | -1.1% |
| 3M | +17.4% | -24.2% | +41.6% | +19.8% |
| 6M | -2.4% | -3.3% | +0.9% | -2.3% |
| YTD | -14.2% | +19.8% | -34.0% | -15.6% |
| 1Y | -18.3% | +24.5% | -42.9% | -20.0% |
| 3Y | +11.5% | -9.6% | +21.1% | +10.8% |
| 5Y | -9.9% | +28.0% | -37.9% | -13.2% |
| 10Y | +204.4% | +735.3% | -530.9% | +161.0% |
| All | +3,736.8% | +32,863.2% | -29,126.4% | +2,605.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling