+1,697.2%
ACN vs ODFL
+41,043.3%
-39,346.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -1.5% | -6.3% | +4.8% | 0.0% |
| 30D | +9.4% | -13.6% | +23.0% | +13.3% |
| 3M | +5.6% | -24.2% | +29.8% | +12.9% |
| 6M | -9.3% | -13.8% | +4.5% | -6.7% |
| YTD | -29.0% | +19.0% | -48.0% | -32.9% |
| 1Y | -24.7% | +25.7% | -50.3% | -29.9% |
| 3Y | -39.8% | -13.1% | -26.7% | -40.1% |
| 5Y | -40.9% | +26.7% | -67.6% | -47.2% |
| 10Y | +91.1% | +721.5% | -630.4% | +11.2% |
| All | +1,697.2% | +41,043.3% | -39,346.1% | +410.3% |
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