+439.9%
AG vs ODFL
+4,761.8%
-4,321.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +12.9% | -13.4% | +26.3% | +16.8% |
| 3M | +20.9% | -24.2% | +45.1% | +29.1% |
| 6M | -19.5% | -3.3% | -16.2% | -19.4% |
| YTD | +24.8% | +19.8% | +5.0% | +18.4% |
| 1Y | +120.2% | +24.5% | +95.7% | +106.2% |
| 3Y | +279.0% | -9.6% | +288.6% | +272.8% |
| 5Y | +67.9% | +28.0% | +39.9% | +48.0% |
| 10Y | +57.5% | +735.3% | -677.8% | -14.4% |
| All | +439.9% | +4,761.8% | -4,321.9% | +67.9% |
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 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