+26.4%
AGNC vs ODFL
+25.4%
+1.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | -3.3% | -1.4% | -4.0% |
| 30D | -5.7% | -15.3% | +9.6% | -2.1% |
| 3M | +1.9% | -27.3% | +29.2% | +9.3% |
| 6M | +1.8% | -4.5% | +6.3% | +2.1% |
| YTD | +3.4% | +15.1% | -11.7% | -1.4% |
| 1Y | +13.6% | +21.1% | -7.5% | +6.5% |
| 3Y | +60.4% | -14.1% | +74.5% | +59.0% |
| All | +26.4% | +25.4% | +1.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling