+61.6%
AG vs ODFL
+742.1%
-680.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -6.7% | -3.3% | -3.5% | -6.0% |
| 30D | +2.2% | -15.3% | +17.5% | +6.2% |
| 3M | +15.7% | -27.3% | +43.0% | +24.3% |
| 6M | -23.8% | -4.5% | -19.3% | -23.5% |
| YTD | +17.6% | +15.1% | +2.5% | +13.0% |
| 1Y | +88.6% | +21.1% | +67.5% | +78.5% |
| 3Y | +253.4% | -14.1% | +267.5% | +252.2% |
| 5Y | +62.4% | +26.6% | +35.8% | +42.8% |
| All | +61.6% | +742.1% | -680.5% | +37.6% |
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 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