+126.6%
ADM vs ODFL
+559.8%
-433.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.4% |
| 7D | +4.2% | +5.8% | -1.6% | +3.0% |
| 30D | -12.8% | -5.3% | -7.5% | -12.0% |
| 3M | -8.5% | -19.0% | +10.5% | -4.7% |
| 6M | -10.9% | -7.5% | -3.4% | -10.2% |
| YTD | +29.4% | +11.8% | +17.6% | +23.4% |
| 1Y | +27.5% | +29.7% | -2.1% | +17.3% |
| 3Y | +10.3% | -9.1% | +19.5% | +6.6% |
| 5Y | +27.4% | +0.2% | +27.1% | +16.1% |
| All | +126.6% | +559.8% | -433.1% | +19.4% |
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