+101.1%
AKAM vs ODFL
+742.1%
-641.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.5% | -3.3% | +4.8% | +2.5% |
| 30D | -13.0% | -15.3% | +2.3% | -8.3% |
| 3M | -19.4% | -27.3% | +7.9% | -11.0% |
| 6M | +0.3% | -4.5% | +4.8% | +0.7% |
| YTD | +22.4% | +15.1% | +7.2% | +13.7% |
| 1Y | +34.8% | +21.1% | +13.7% | +22.6% |
| 3Y | +1.9% | -14.1% | +16.1% | +1.4% |
| 5Y | -4.6% | +26.6% | -31.2% | -20.8% |
| All | +101.1% | +742.1% | -641.0% | -30.1% |
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