-23.1%
ACN vs ODFL
+24.1%
-47.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | -1.5% | -3.3% | +1.8% | -0.7% |
| 30D | +2.1% | -15.3% | +17.4% | +6.2% |
| 3M | +11.1% | -27.3% | +38.4% | +20.1% |
| 6M | -6.8% | -4.5% | -2.4% | -7.7% |
| YTD | -30.0% | +15.1% | -45.2% | -36.1% |
| 1Y | -23.1% | +21.1% | -44.2% | -32.9% |
| All | -23.1% | +24.1% | -47.3% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling