+2,330.4%
ACN vs ODFL
+38,535.4%
-36,205.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -3.8% | +5.8% | -9.7% | -5.3% |
| 30D | +16.5% | -5.3% | +21.9% | +17.8% |
| 3M | +41.5% | -19.0% | +60.4% | +48.7% |
| 6M | +60.1% | -7.5% | +67.5% | +62.2% |
| YTD | -3.9% | +11.8% | -15.7% | -8.0% |
| 1Y | +4.1% | +29.7% | -25.6% | -4.0% |
| 3Y | -15.9% | -9.1% | -6.7% | -17.2% |
| 5Y | -26.3% | +0.2% | -26.6% | -30.5% |
| 10Y | +148.2% | +566.3% | -418.0% | +51.1% |
| All | +2,330.4% | +38,535.4% | -36,205.0% | +599.6% |
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 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